Hedging IMO2020 compliant fuel price exposure using futures contracts
Xiwen Bai, Manolis G. Kavussanos
| Year of publication: |
2022
|
|---|---|
| Authors: | Bai, Xiwen ; Kavussanos, Manolis G. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 110.2022, p. 1-12
|
| Subject: | Bunker risk | Copula | Cross-hedging | Dynamic optimal hedge ratio | IMO 2020 | Sulphur regulation | Hedging | Derivat | Derivative | Multivariate Verteilung | Multivariate distribution | Rohstoffderivat | Commodity derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349877