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RBA Glossary definition for NHP

NHP – Net Hedging Positions

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Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Related Literature and Theory

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
Papers that allow the relationship between the NHP and risk premiums to vary have been somewhat more successful. ... to the NHP when the risk-bearing capacity of broker-dealers is low (i.e.
https://www.rba.gov.au/publications/rdp/2017/2017-03/related-literature-and-theory.html
See 5 more results from "RDP 2017-03"

Financialisation and the Term Structure of Commodity Risk Premiums

24 May 2017 RDP PDF 1495KB
contemporaneous relationship between the NHP and returns on commodities futures (an ex post. ... As discussed above, empirical identification of a relationship between NHP and commodity risk.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf

The Term Structure of Commodity Risk Premiums and the Role of Hedging

17 Mar 2016 Bulletin – March 2016
Jonathan Hambur and Nick Stenner
A standard theory used to explain commodity futures prices decomposes the futures price into the expected spot price at maturity of the futures contract and a risk premium. This article investigates the term structure of commodity risk premiums. We
https://www.rba.gov.au/publications/bulletin/2016/mar/7.html

The Term Structure of Commodity Risk Premiums and the Role of Hedging

16 Mar 2016 Bulletin March Quarter 2016 PDF 368KB
https://www.rba.gov.au/publications/bulletin/2016/mar/pdf/bu-0316-7.pdf