Ziegelback, Martin; Kastner, Gregor - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2011
For European operators of biofuels plants there are not many hedge vehicles available to hedge operational margins. Cross hedges for rapeoil (with the rapeseed futures contract) and RME (with the NYMEX diesel futures contract) could be useful instruments. We use recent developments on threshold...