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Journal articles on the topic 'Metallgesellschaft Metallgesellschaft'

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Published: 4 June 2021
Last updated: 1 February 2022

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1

Culp, Christopher L., and Merton H. Miller. "METALLGESELLSCHAFT AND THE ECONOMICS OF SYNTHETIC STORAGE." Journal of Applied Corporate Finance 7, no. 4 (January 1995): 62–76. http://dx.doi.org/10.1111/j.1745-6622.1995.tb00263.x.

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2

Pirrong, Stephen Craig. "Metallgesellschaft: A prudent hedger ruined, or a wildcatter on NYMEX?" Journal of Futures Markets 17, no. 5 (August 1997): 543–78. http://dx.doi.org/10.1002/(sici)1096-9934(199708)17:5<543::aid-fut3>3.0.co;2-f.

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3

Mello, Antonio S., and John E. Parsons. "MATURITY STRUCTURE OF A HEDGE MATTERS: LESSONS FROM THE METALLGESELLSCHAFT DEBACLE." Journal of Applied Corporate Finance 8, no. 1 (March 1995): 106–21. http://dx.doi.org/10.1111/j.1745-6622.1995.tb00279.x.

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4

Tricker, Bob. "German Two Tier Boards and Bank Share Holdings - The Case of Metallgesellschaft." Corporate Governance: An International Review 2, no. 3 (July 1994): 123. http://dx.doi.org/10.1111/j.1467-8683.1994.tb00066.x.

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5

Doran, James S., and Ehud I. Ronn. "Hedging Long-Dated Oil Futures and Options Using Short-Dated Securities—Revisiting Metallgesellschaft." Journal of Risk and Financial Management 14, no. 8 (August 16, 2021): 379. http://dx.doi.org/10.3390/jrfm14080379.

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Since the collapse of the Metallgesellschaft AG due to hedging losses in 1993, energy practitioners have been concerned with the ability to hedge long-dated linear and non-linear oil liabilities with short-dated futures and options. This paper identifies a model-free non-parametric approach to extrapolating futures prices and implied volatilities. When we expand the analysis to implementing hedge portfolios for long-dated futures or option contracts over the time period 2007–2017, we utilize the useful benchmark of hedge ratios arising from Schwartz and Smith. With respect to the empirical consequences of hedging long-dated futures and options with their short-dated counterparts, we find that the long-term tracking errors are, on average, quite close to zero, but there is increasing risk entailed in attempting to do so, as the hedge-tracking errors for both futures and option contracts increase with time-to-maturity.
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6

Frankel, Allen B., and David E. Palmer. "The Management of Financial Risks at German Nonfinancial Firms : The Case of Metallgesellschaft." International Finance Discussion Paper 1996, no. 560 (August 1996): 1–43. http://dx.doi.org/10.17016/ifdp.1996.560.

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7

Edwards, Franklin R., and Michael S. Canter. "THE COLLAPSE OF METALLGESELLSCHAFT: UNHEDGEABLE RISKS, POOR HEDGING STRATEGY, OR JUST BAD LUCK?" Journal of Applied Corporate Finance 8, no. 1 (March 1995): 86–105. http://dx.doi.org/10.1111/j.1745-6622.1995.tb00278.x.

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8

Edwards, Franklin R., and Michael S. Canter. "The collapse of Metallgesellschaft: Unhedgeable risks, poor hedging strategy, or just bad luck?" Journal of Futures Markets 15, no. 3 (May 1995): 211–64. http://dx.doi.org/10.1002/fut.3990150302.

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9

Jayaraman, Narayanan, Sanjiv Sabherwal, and Milind Shrikhande. "Do Country Specific Bankruptcy Codes Determine Long-term Financial Performance? The Case of Metallgesellschaft AG and Columbia Gas System." Journal of International Financial Management and Accounting 12, no. 2 (June 2001): 188–224. http://dx.doi.org/10.1111/1467-646x.00071.

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10

Shin, Yong Jae, and Unyong Pyo. "Liquidity hedging with futures and forward contracts." Studies in Economics and Finance 36, no. 2 (June 24, 2019): 265–90. http://dx.doi.org/10.1108/sef-04-2018-0109.

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Purpose This paper aims to develop hedging strategies using both futures and forward contracts and issuing risky debt when financially constrained firms are forced to operate in long horizon. Design/methodology/approach The authors present a model for developing hedging strategies using both futures and forward contracts and issuing risky debt. A theoretical model employing stochastic differential equations for forward hedging is illustrated with a numerical example over parameter values consistent with the literature. Findings A financially constrained firm with limited cash balance must hedge its liquidity with both future and forward contracts and issue risky debt to support its long-term operations. The firm can issue a minimal amount of risky debt by adding forward contracts into hedging and can increase its value higher than that when hedging with only futures contracts. We show numerically that hedging with both futures and forward contracts allows the firm to issue minimal risky debt in increasing its firm value. Practical implications When Metallgesellschaft nearly collapsed in 1993, it offered long-term forward contracts to its customers and attempted to hedge its risk by rolling over series of short-term futures contract. It created the situation of inherent mismatch in maturity structure. A financially constrained firm operating in a long horizon appears to commit its liquidity as long-term forward contracts, which cannot be fully hedged with series of futures contacts. The firm should hedge its liquidity with both futures and forward contracts and avoid liquidation with deadweight costs in its long-term operation. Originality/value This is the first study examining hedging strategies with both futures and forward contracts.
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11

Eck, Jean-François. "Susan Becker « Multinationalität hat verschiedene Gesichter ». Formen internationaler Unternehmenstätigkeit der Société anonyme des mines et fonderies de zinc de la Vieille Montagne und der Metallgesellschaft vor 1914 Stuttgart, Franz Steiner Verlag, « Beiträge zur Unternehmensgeschichte », 2002, 326 p." Annales. Histoire, Sciences Sociales 60, no. 6 (December 2005): 1364–65. http://dx.doi.org/10.1017/s0395264900021016.

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12

Shetty, Anand, and John Manley. "Metallgesellschaft's hedging debacle: what went wrong and lessons learned." International Journal of Business Continuity and Risk Management 9, no. 2 (2019): 97. http://dx.doi.org/10.1504/ijbcrm.2019.098802.

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13

Manley, John, and Anand Shetty. "Metallgesellschaft's hedging debacle: what went wrong and lessons learned." International Journal of Business Continuity and Risk Management 9, no. 2 (2019): 97. http://dx.doi.org/10.1504/ijbcrm.2019.10018963.

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14

Verleger, Philip K. "Was Metallgesellschaft's use of petroleum futures part of a rational corporate strategy?" Journal of Energy Finance & Development 4, no. 1 (June 1999): 89–115. http://dx.doi.org/10.1016/s1085-7443(99)00004-6.

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15

Kleinschmidt, Christian. "“Multinationalität hat verschiedene Gesichter": Formen internationaler Unternehmenstätigkeit der Société Anonyme des Mines et Fondries de Zinc de la Vielle Montagne und der Metallgesellschaft vor 1914 [“Multinationality Has Different Faces”: Aspects of International Business Transactions of the Anonymous Society of Mines and the Zinc Foundries of Vielle Montagne and the Metal-Trading Company before 1914]. By Susan Becker. Stuttgart: Franz Steiner, 2002. 326 pp. Notes, bibliography, appendix, tables. Paper, €58. ISBN 3-515-07685-9." Business History Review 77, no. 3 (2003): 562–64. http://dx.doi.org/10.2307/30041220.

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16

Culp, Christopher L., and Merton H. Miller. "Metallgesellschaft and the Economics of Synthetic Storage." Zeitschrift für Bankrecht und Bankwirtschaft 7, no. 1 (January 1, 1995). http://dx.doi.org/10.15375/zbb-1995-0102.

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Der nachstehende Aufsatz wird mit freundlicher Genehmigung des Journal of Applied Corporate Finance zeitgleich deutschen Lesern zugänglich gemacht. Bereits vor seiner Veröffentlichung hat dieser wissenschaftliche Beitrag zu einem aktuellen Thema eine lebhafte internationale Diskussion in den Medien ausgelöst. Er muß als Lehrstück zum sachgerechten Einsatz von Termingeschäften angesehen werden und enthält zugleich eine Interpretation der Vorgänge in der Metallgesellschaft
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17

Charupat, Narat, and Richard Deaves. "Backwardation in Energy Future Markets: Metallgesellschaft Revisited." Energy Studies Review 12, no. 1 (September 1, 2003). http://dx.doi.org/10.15173/esr.v12i1.452.

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18

Kropp, Matthias. "Die Öltermingeschäfte der Metallgesellschaft – Anmerkungen zu einer Kontroverse." Zeitschrift für Bankrecht und Bankwirtschaft 7, no. 1 (January 1, 1995). http://dx.doi.org/10.15375/zbb-1995-0103.

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Die Öltermingeschäfte der Metallgesellschajï AG (MG) stehen seit einiger Zeit im Mittelpunkt eines heftigen Meinungsstreits. Wurden ursprünglich die hohen, existenzgefährdenden Verluste der MG auf spekulative Termingeschäfte der Konzerngesellschaft MG Refining & Marketing (MGRM) zurückgeführt, sieht sich inzwischen die MG und ihr Aufsichtsratsvorsitzender, Ronaldo Schmitz, dem Vorwurf der Inkompetenz ausgesetzt. Basierend auf den Ausführungen der Klageschrift des ehemaligen MGRM-Chefhändlers W. Arthur Benson werfen renommierte amerikanische Professoren, darunter der Nobelpreisträger Merton Miller, dem Aufsichtsrat der MG vor, durch eine in Panik getroffene Entscheidung zum Abbau der Absicherungspositionen die Verluste erst realisiert zu haben. Der vorliegende Beitrag unternimmt den Versuch, zum einen auf Basis des inzwischen vorliegenden Sonderprüfungsberichts die von der MGRM betriebene Geschäftsstrategie aufzuzeigen, zum anderen die Grundlinien der Argumentation der amerikanischen Kritiker zu verdeutlichen und diese zu hinterfragen
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19

Saha, Debashis. "The Collapse of Metallgesellschaft (MG): Hedging or Speculation." SSRN Electronic Journal, 2011. http://dx.doi.org/10.2139/ssrn.2394915.

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20

Doran, James, and Ehud I. Ronn. "Hedging Long-Dated Oil Futures and Options Using Short-Dated Securities — Revisiting Metallgesellschaft." SSRN Electronic Journal, 2021. http://dx.doi.org/10.2139/ssrn.3773257.

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21

"Process of removing pollutants from flue gas Rolf Graf, Friedrichsdorf, Federal Republic of Germany assigned to Metallgesellschaft Aktiengesellschaft." Environment International 16, no. 3 (1990): I. http://dx.doi.org/10.1016/0160-4120(90)90147-x.

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