Knowledge Discovery to Support WTI Crude Oil Price Risk Management

Knowledge Discovery to Support WTI Crude Oil Price Risk Management

The high volatility of commodity prices and various problems that the energy sector has to deal with in the era of COVID-19 have significantly increased the risk of oil price changes. These changes are of the main concern of companies for which oil is the main input in the production process, and th...

Full description

Bibliographic Details
Main Authors: Radosław Puka, Bartosz Łamasz, Iwona Skalna, Beata Basiura, Jerzy Duda
Format: Article
Language:English
Published: MDPI AG 2023-04-01
Series:Energies
Subjects:
knowledge discovery
decision rules
crude oil price risk
commodity options
implied volatility
Greeks
Online Access:https://www.mdpi.com/1996-1073/16/8/3486

Similar Items

Similar Items