European gas oil markets : price relationships, hedging and efficiency

European gas oil markets : price relationships, hedging and efficiency

The structure of markets is often taken for granted. Companies trade in a commodity market because it exists and do not feel the need to enquire into its origins. But markets are not static entities and, in the case of the oil industry, they are in a constant state of evolution as new trading techni...

書誌詳細
第一著者:	Long, D
フォーマット:	Working paper
言語:	English
出版事項:	Oxford Institute for Energy Studies 1991

類似資料

The hedging efficiency of crude oil markets
著者:: Horsnell, P, 等
出版事項: (1995)

Dynamic hedging of prices of Natural Gas in Mexico
著者:: Roberto R. Barrera-Rivera, 等
出版事項: (2020-07-01)

Price Uncertainty and Optimal Hedging in the Agricultural Market
著者:: Nicolae ISTUDOR, 等
出版事項: (2014-06-01)

Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness
著者:: Brajesh Kumar, 等
出版事項: (2014-08-01)

A Robust Approach to Hedging and Pricing in Imperfect Markets
著者:: Hirbod Assa, 等
出版事項: (2017-07-01)

Estimating optimal hedging ratio and hedging efficiency in China's stock market
著者:: Yansong Song, 等
出版事項: (2023-01-01)

Efficiency of Hedging Against Fluctuating Prices of Dairy Products
著者:: Jan Koeman, 等
出版事項: (2015-11-01)

Option pricing and hedging with market friction using reinforcement learning
著者:: Jiang, Zixing
出版事項: (2024)

Volterra equation for pricing and hedging in a regime switching market
著者:: Anindya Goswami, 等
出版事項: (2014-12-01)

Proactive Hedging European Call Option Pricing with Linear Position Strategy
著者:: Meng Li, 等
出版事項: (2018-01-01)

Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy
著者:: Meng Li, 等
出版事項: (2019-01-01)

Oil market financialisation and Russian Government budget hedging
著者:: V. V. Bushuev, 等
出版事項: (2018-02-01)

On the pricing and hedging of volatility derivatives
著者:: Howison, S, 等
出版事項: (2003)

Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets
著者:: Theodoros Syriopoulos, 等
出版事項: (2023-09-01)

Hedging ship price risk using freight derivatives in the drybulk market
著者:: Roar Adland, 等
出版事項: (2019-12-01)

Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach
出版事項: (2003)

Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk
著者:: Keshab Shrestha, 等
出版事項: (2023-05-01)

Proactive Hedging European Option Pricing with a General Logarithmic Position Strategy
著者:: Lixin Qiao, 等
出版事項: (2022-01-01)

Estimation of Constant and Time-varying Optimal Hedge Ratio and Hedging Effectiveness in the Natural gas Futures Market
著者:: Mohammad Alimoradi
出版事項: (2013-10-01)

Oil prices and the natural gas liquids markets
著者:: Ali Jadidzadeh, 等
出版事項: (2022-04-01)

The speed of convergence to market efficiency on NASDAQ hedging stocks
著者:: Han-Ching Huang, 等
出版事項: (2013-06-01)

Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?
著者:: Hemant Manuj
出版事項: (2021-09-01)

Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets
著者:: Pornnapat Yamphram, 等
出版事項: (2023-02-01)

Cointegration, Price-Adjustment Delays, and Optimal Hedge Ratio in the Precious Metal Markets
著者:: Hirofumi Nishi
出版事項: (2019-02-01)

Competence and efficacy of commodity futures market: Dissection of price discovery, volatility, and hedging
著者:: Bhabani Sankar Rout, 等
出版事項: (2021-06-01)

The robust pricing–hedging duality for American options in discrete time financial markets
著者:: Aksamit, A, 等
出版事項: (2018)

Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model
著者:: Jean-Philippe Aguilar, 等
出版事項: (2019-04-01)

Hedging on Betting Markets
著者:: Gustav Axén, 等
出版事項: (2020-08-01)

Hedging effectiveness of crude palm oil futures market in Malaysia
著者:: Ong, Tze San, 等
出版事項: (2012)

Hedging Market Volatility with Gold
著者:: Mehmet F. Dicle, 等
出版事項: (2017-10-01)

The secondary market for hedge funds and the closed hedge fund premium
著者:: Ramadorai, T
出版事項: (2012)

Using Price Gaps for Hedging Prices and Making Financial Decisions
著者:: Badura Peter
出版事項: (2020-01-01)

Price convergence on the national gas markets of the Eastern European region
著者:: Yevhen Bublyk, 等
出版事項: (2022-12-01)

An event study approach to shocks in gold prices on hedged and non-hedged gold companies
著者:: Kevin J. Wynne, 等
出版事項: (2009-05-01)

PRODUCTION COSTS AND MARKET PRICE OF WHEAT BEHAVIOR ANALYSIS AS A SUPPORT FOR HEDGING STRATEGIES
著者:: Irena Jankovic, 等
出版事項: (2020-06-01)

Hedging strategy in emerging market: Application long straddle option in gold price index
著者:: Riko Hendrawan, 等
出版事項: (2020-10-01)

Production costs and market price of wheat behavior analysis as a support for hedging strategies
著者:: Janković Irena, 等
出版事項: (2020-01-01)

Analysis of Nova 1 strategy formed by barrier options and its application in hedging against a price drop in oil market
著者:: Michal Šoltés, 等
出版事項: (2015-12-01)

The impact of lower gas and oil prices on global gas and LNG markets
著者:: Rogers, H
出版事項: (2015)

Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk
著者:: Radosław Puka, 等
出版事項: (2021-06-01)