## Abstract Crude oil, heating oil, and unleaded gasoline futures contracts are simultaneously analysed for their effectiveness in reducing price volatility for an energy trader. A conceptual model is developed for a trader hedging the βcrack spreadβ. Various hedge ratio estimation techniques are c
Division Order Accounting in the Current Volatile Market
β Scribed by Deffenbaugh, Douglas G.
- Publisher
- John Wiley and Sons
- Year
- 2007
- Weight
- 469 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0743-5665
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