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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/

Conclusion

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
We find strong evidence of a negative relationship between NHP and risk premiums, as would be suggested by the net hedging pressure theory, when we include returns on longer-dated futures ... contracts. Our results also suggest that the relationship
https://www.rba.gov.au/publications/rdp/2017/2017-03/conclusion.html
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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