Inflation Hedging: A Dynamic Approach Using Online Prices
By Alberto Cavallo , Megan Czasonis , William Kinlaw , David Turkington , State Street Associates
Aug 30, 2022
By Alberto Cavallo, David Turkington, Megan Czasonis, and William Kinlaw
We show how unstructured price data from online retailers can anticipate inflation shifts and enable investors to hedge inflation risk dynamically.