Home  Journals  Financial Analytics: Science and Experience  33(123) - 2012 September

Hedging financial risks by Russian companies in derivative financial instruments, which are the basis of commodity assets

Available online: 17 September 2012

Subject Heading: Stock market

JEL Classification: 

The commodity market of derivative financial instruments is the whole direction of financial research. The purpose of the article- to analyze the Russian market of the derivative financial instruments which basis are commodity assets. Such parameters, as a range of tools, liquidity, and volatility, correlation between a base asset and a derivative financial instrument, expenses are subject to studying of hedging. Results of the analysis represent scientific and practical interest for a regulator of the financial market in Russia, and also for direct participants of the market of derivative financial instruments.

Keywords: derivative financial instrument, private trader, hedger, liquidity, volatility, correlation, legislation, commodity derivative, march of positions, volume of the auction, spot market, option contract

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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