Tag: basis-risk

Interview Questions

• Hedging a corporate bond with Treasury futures
• Hedging a single stock with index futures
• Hedging gas at a regional hub with Henry Hub futures
• A farmer hedging next season's soybeans
• Hedging jet fuel with crude, what risk is left?
• Hedge ratio and residual risk with fresh numbers
• Cross-hedging jet fuel with heating oil futures
• The minimum-variance hedge ratio