套期有效性

（四）套期有效性能够可靠地计量。

The effectiveness of hedging can be reliably measured .

期铜套期保值有效性实证研究

Actual Research for the Efficiency of Cu-Future Hedge

干散货运价套期保值有效性实证研究

Empirical Analysis on the Validity of Hedge of the Shipping Price Market in Dry Bulk Shipping

若某一种风险对冲模型在对任一种现货构建方式都能产生最好的套期保值有效性，则说明这个模型具有套期保值有效性中的最优性。

If a certain kind of risk hedging model can produce the best hedging effectiveness in any kinds of constructed spot position , then this model can be defined as a model of having the hedging effectiveness of optimality .

为了对我国期货套期保值的有效性问题进行实证研究，采用SPSS软件对我国期货市场上发展相对较成熟的铜期货和相对不成熟的棉花期货进行回归分析。

In order to study the effectiveness of futures hedge in China , a regression analysis of the mature copper futures and immature cotton futures by SPSS is made .

股指期货最优套期保值策略及其有效性

The Optimal Hedging Strategy for Stock Index Futures and Its Efficiency

同时，对企业会计与财务管理人员正确掌握套期保值率的计算和套期保值有效性的评价方法，从而合理运用套期保值会计和套期保值投资策略也具有一定的借鉴价值。

Meanwhile , it will be a value for accounting and financial management officers in the companies to make a correct evaluation on calculation of hedge ratio and effectiveness of hedge in order to apply hedge accounting and hedge portfolio reasonably .

金融危机时期估计出的套期保值比率要略高，套期保值的有效性有所降低。

The hedging ratios evaluated in financial crisis period would be slightly higher , and the effectiveness would be lower than in the common period .

模拟结果显示交易费用对套期保值比率并无规律性影响，但会降低套期保值的有效性。

Simulation results indicate that the transaction costs have no evidence relationship with hedging ratio , but will reduce the effectiveness of hedging .

套期保值是企业常用的风险管理策略，而套期保值的有效性在很大程度上取决于套期保值比率的选择。

Hedging is a common enterprise risk management strategy , the efficiency of hedging largely depends on the selection of optimal hedge ratio .

培养具备有效套期保值需求的微观基础，加强期货市场法规建设，提高交易所管理水平，是提高套期保值有效性、拓展套期保值市场的可行途径。

The thesis concludes that developing more hedging participants , strengthening futures legislation and advancing the standard of management of exchanges are feasible measures toward a more effective and deeper futures markets .

本文从行为金融和金融工程理论角度出发，对具有交易成本条件下的期货交叉套期保值技术进行了较为系统分析，提出了交叉套期保值的四种行为模式，分析了交叉套期保值行为的有效性。

Based on the theory of behavior finance and financial engineering , the efficiency of cross hedging under the four techniques was analyzed .