Examinando por Materia "Mercado OTC"

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    Estrategia de cobertura con forward para la exportación de café verde colombiano
    (Universidad EAFIT, 2023) Hernández Arboleda, Camilo; Pérez Arbeláez, Sebastián
    This research project proposes the development of a forward financial hedging strategy for the export of Colombian green coffee, with the aim of reducing exposure to price change risk and obtaining profits in the operation. In this sense, to evaluate the effectiveness of the strategy, 4 types of export scenarios were estimated, one where the entire hedging model is applied, another where no hedging is carried out, and two other exercises with partial hedging (situations in which there is speculation with the value of the exchange rate, under scenarios of depreciation and appreciation of the currency).