CEO age, risk incentives, and hedging instrument choice

Ettore Croci, Håkan Jankensgård

Research output: Working paper/PreprintWorking paper

Abstract

We analyze how firms hedge in the oil and gas industry. Our main finding is that CEO age determines hedging behavior. The probability of being a hedger as well as the use of linear hedging strategies decreases with CEO age. These results are consistent with an argument that financial distress, which sends a negative signal of managerial ability, is relatively more costly to younger CEOs. We also investigate the vega-theory of hedging instrument choice, finding some support for a negative relationship between vega and a) the use of derivatives and b) hedging strategies that include the sale of call options.
Original languageEnglish
PublisherKnut Wicksell Centre for Financial Studies, Lund University
Number of pages46
Volume3
Publication statusPublished - 2014

Publication series

NameKnut Wicksell Working Paper Series, Lund University
Volume3

Subject classification (UKÄ)

  • Business Administration

Free keywords

  • risk management
  • derivative
  • hedging instrument
  • vega
  • CEO age

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