Search Results - subject:"Commodity options"

Crude oil option market parameters and their impact on the cost of hedging by long strap strategy

Łamasz, Bartosz; Iwaszczuk, Natalia - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 471-480

Persistent link: https://www.econbiz.de/10012436144

Selected methods of securing the refining sector against crude oil price fluctuations

Łamasz, Bartosz; Iwaszczuk, Natalia; Ivashchuk, Oleksandr - In: International Journal of Management and Economics 54 (2018) 3, pp. 197-209

the opportunities offered by commodity options. Skillful combination of the above-mentioned derivatives in optional … effectiveness of using these strategies, the parameters of the commodity options from the New York Mercantile Exchange are utilized … of rapid fluctuations in oil prices. The focus is mostly on the opportunities offered by commodity options. Skillful …

Persistent link: https://www.econbiz.de/10015192192

Selected methods of securing the refining sector against crude oil price fluctuations

Łamasz, Bartosz; Iwaszczuk, Natalia; Ivashchuk, Oleksandr - In: International journal of management and economics 54 (2018) 3, pp. 197-209

Persistent link: https://www.econbiz.de/10012027171

Keynes and the Interwar Commodity Option Markets

Marcuzzo, Maria Cristina; Sanfilippo, Eleonora - Groupe de REcherche en Droit, Économie, Gestion … - 2014

Persistent link: https://www.econbiz.de/10010891022

Financial Instruments to Hedge Commodity Price Risk for Developing Countries

Lu, Yinqiu; Neftci, Salih N. - International Monetary Fund (IMF) - 2008

international commodity prices. This paper examines the use of commodity options-including plain vanilla, risk reversal, and barrier …

Persistent link: https://www.econbiz.de/10005604862

The Capital Markets of Emerging Europe; Institutions, Instruments and Investors

Ong, Li L.; Iorgova, Silvia - International Monetary Fund (IMF) - 2008

Emerging European countries have made large strides in developing their local capital markets since the early-1990s. However, the rate of development has been widely disparate across countries and market segments, underpinned by the varying degrees of progress made in key areas such as...

Persistent link: https://www.econbiz.de/10005264095

Risk Management Education: An Examination of Crop Producers' Participation in Recent Programs and of Their Desire for Additional Training

Knight, Thomas O.; Coble, Keith H.; Patrick, George F.; … - In: Journal of Agricultural and Applied Economics 35 (2003) 03

Risk management education has been a focus of U.S. farm policy since 1996. In support of significant ongoing United States Department of Agriculture (USDA) educational efforts, this study examines agricultural producersâ€™ educational needs and interests. Data obtained through a survey of...

Persistent link: https://www.econbiz.de/10005041437

Valuing American Options on Commodity Futures Contracts

Plato, Gerald - In: Agricultural Economics Research (1985) 2

The author modified a numerical procedure developed by Cox, Ross, and Rubinstein for valuing options on stocks to value options on commodity futures contracts The numerical procedure, unlike Black's widely used analytical approach, can include the value of early exercise in the option-premium...

Persistent link: https://www.econbiz.de/10010919424