Showing 1 - 10 of 7,117
Persistent link: https://www.econbiz.de/10011397812
Persistent link: https://www.econbiz.de/10001232199
Persistent link: https://www.econbiz.de/10001193825
Persistent link: https://www.econbiz.de/10001722289
Persistent link: https://www.econbiz.de/10003335654
Persistent link: https://www.econbiz.de/10012546575
Persistent link: https://www.econbiz.de/10012120777
This paper focuses on the valuation and hedging of gas storage facilities, using a spot-based valuation framework coupled with a financial hedging strategy implemented with futures contracts. The contributions of this paper are two-fold. Firstly, we propose a model that unifies the dynamics of...
Persistent link: https://www.econbiz.de/10011857266
Persistent link: https://www.econbiz.de/10011966740
Persistent link: https://www.econbiz.de/10003812769