Financial instruments to hedge commodity price risk for developing countries /

Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to the vagaries of international commodity prices. This paper examines the use of commodity options-including plain vanilla, risk reversal, and barrier options-to hedge such risk. It then proposes the use of...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Lu, Yinqiu (Author), Neftci, Salih N. (Author)
Corporate Author: International Monetary Fund. Monetary and Capital Markets Department
Format: Electronic eBook
Language:Inglés
Published: Washington, D.C. : International Monetary Fund, Monetary and Capital Markets Dept., 2008.
©2008
Series:IMF working paper ; WP/08/6.
Subjects:
Prices > Developing countries.
Commercial products > Economic aspects > Developing countries.
Revenue > Developing countries.
Options (Finance) > Developing countries.
Prix > Pays en voie de développement.
Produits commerciaux > Aspect économique > Pays en voie de développement.
Revenus de l'État > Pays en voie de développement.
Options (Finances) > Pays en voie de développement.
Commercial products > Economic aspects
Economic history
Economic policy
Options (Finance)
Prices
Revenue
Developing countries > Economic policy.
Developing countries > Economic conditions.
Pays en voie de développement > Politique économique.
Pays en voie de développement > Conditions économiques.
Developing countries
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