Composite jet fuel cross-hedging
Year of publication: |
2023
|
---|---|
Authors: | Cao, Min ; Conlon, Thomas |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 30.2023, p. 1-21
|
Subject: | Jet fuel hedging | Composite hedge | Mimicking portfolio hedge | Swap | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | Kraftstoff | Motor fuel |
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