About: Using technical analysis indicators in the terms of currency hedging

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Static hedging methods used just plain vanilla derivates and their combinations with no revision during hedged period. As hybrid hedging methods is considered using indicators of technical analysis for prediction of spot price in future and on the basis of this prediction it is decided between hedge company portfolio or stay unhedged. For prediction are used these indicators: moving average, Relative Strength Index and Stochastic. Main goal of this work is to use technical analysis indicators for prediction currency pair value and on the basis of this prediction get positive part of risk. Effects of this strategy to cash flow of one hedged crown are tested on 11 years long time series of CZK/EUR currency pair. Starting days of historical testing are changed severa times due to providing better information. It helps us to find out hit ratio of this method. Further testing is advised. Static hedging methods used just plain vanilla derivates and their combinations with no revision during hedged period. As hybrid hedging methods is considered using indicators of technical analysis for prediction of spot price in future and on the basis of this prediction it is decided between hedge company portfolio or stay unhedged. For prediction are used these indicators: moving average, Relative Strength Index and Stochastic. Main goal of this work is to use technical analysis indicators for prediction currency pair value and on the basis of this prediction get positive part of risk. Effects of this strategy to cash flow of one hedged crown are tested on 11 years long time series of CZK/EUR currency pair. Starting days of historical testing are changed severa times due to providing better information. It helps us to find out hit ratio of this method. Further testing is advised. (en)
Title	Using technical analysis indicators in the terms of currency hedging Using technical analysis indicators in the terms of currency hedging (en)
skos:prefLabel	Using technical analysis indicators in the terms of currency hedging Using technical analysis indicators in the terms of currency hedging (en)
skos:notation	RIV/61989100:27510/12:86083152!RIV13-MSM-27510___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Kolář, Roman
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	176562
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/12:86083152
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	hedging; currency; terms; indicators; analysis; technical; Using (en)
http://linked.open.../riv/klicoveSlovo	analysis indicators currency Using hedging terms technical
http://linked.open...ontrolniKodProRIV	[D4A72C1571BC]
http://linked.open...v/mistoKonaniAkce	Karviná
http://linked.open...i/riv/mistoVydani	Opava
http://linked.open...i/riv/nazevZdroje	Proceedings of 30th International Conference Mathematical Methods in Economics : 11-13 September 2012, Karviná, Czech Republic
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Kolář, Roman
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2012-09-11 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Slezská univerzita v Opavě
https://schema.org/isbn	978-80-7248-779-0
http://localhost/t...ganizacniJednotka	27510

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