Is hedging the crack spread no longer all it's cracked up to be?
Year of publication: |
March 2017
|
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Authors: | Liu, Pan ; Vedenov, Dmitrij V. ; Power, Gabriel J. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 63.2017, p. 31-40
|
Subject: | Crude oil | Crack spread | Gasoline | Futures | Downside risk | Hedging | Copula | Risk management | Dependence | Risikomanagement | Benzin | Erdöl | Petroleum | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Zinsstruktur | Yield curve |
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