Is hedging the crack spread no longer all it's cracked up to be?
Pan Liu, Dmitry Vedenov, Gabriel J. Power
| Year of publication: |
March 2017
|
|---|---|
| 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
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| Subject: | Crude oil | Crack spread | Gasoline | Futures | Downside risk | Hedging | Copula | Risk management | Dependence | Risikomanagement | Derivat | Derivative | Erdöl | Petroleum | Benzin | Rohstoffderivat | Commodity derivative | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.01.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011757817