Welfare gains from market insurance: The case of Mexican oil price risk

B-Tier
Journal: Journal of International Money and Finance
Year: 2024
Volume: 142
Issue: C

Authors (2)

Ma, Chang (Fudan University) Valencia, Fabián (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Mexico has a long-standing practice of hedging oil price risk through the purchase of put options. We examine the resulting welfare gains using a standard sovereign default model calibrated to Mexican data. We show that hedging increases welfare by reducing income volatility and reducing risk spreads on sovereign debt. We find welfare gains equivalent to a permanent increase in consumption of 0.44 percent with 90 percent of these gains stemming from lower risk spreads.

Technical Details

RePEc Handle
repec:eee:jimfin:v:142:y:2024:i:c:s0261560624000159
Journal Field
International
Author Count
2
Added to Database
2026-01-25