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Risk Management in the Crude Oil Market - Halvorsen, Sindre A.;Tjentland, Eirik
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Halvorsen, Sindre A.;Tjentland, Eirik:

Risk Management in the Crude Oil Market - Pasta blanda

2010, ISBN: 9783639309515

[ED: Softcover], [PU: VDM Verlag Dr. Müller], This thesis aims to explore two main issues. First we study crude oil prices in view of weak-form efficiency. Thereupon we look into differen… Más…

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Risk Management in the Crude Oil Market: Market efficiency and hedging strategies - Tjentland, Eirik, A. Halvorsen, Sindre
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Tjentland, Eirik, A. Halvorsen, Sindre:

Risk Management in the Crude Oil Market: Market efficiency and hedging strategies - Pasta blanda

2010, ISBN: 9783639309515

VDM Verlag Dr. Müller, Taschenbuch, 76 Seiten, Publiziert: 2010-11-17T00:00:01Z, Produktgruppe: Buch, 0.13 kg, Verkaufsrang: 375114, Recht, Kategorien, Bücher, Management, Business & Karr… Más…

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Risk Management in the Crude Oil Market: Market efficiency and hedging strategies - Tjentland, Eirik, A. Halvorsen, Sindre
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Tjentland, Eirik, A. Halvorsen, Sindre:
Risk Management in the Crude Oil Market: Market efficiency and hedging strategies - Pasta blanda

2010

ISBN: 9783639309515

VDM Verlag Dr. Müller, Taschenbuch, 76 Seiten, Publiziert: 2010-11-17T00:00:01Z, Produktgruppe: Buch, 0.13 kg, Verkaufsrang: 375114, Recht, Kategorien, Bücher, Management, Business & Karr… Más…

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Risk Management in the Crude Oil Market: Market efficiency and hedging strategies - Tjentland, Eirik, A. Halvorsen, Sindre
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Tjentland, Eirik, A. Halvorsen, Sindre:
Risk Management in the Crude Oil Market: Market efficiency and hedging strategies - Pasta blanda

2010, ISBN: 9783639309515

VDM Verlag Dr. Müller, Taschenbuch, 76 Seiten, Publiziert: 2010-11-17T00:00:01Z, Produktgruppe: Buch, 0.28 kg, Verkaufsrang: 188991, Recht, Kategorien, Bücher, Management, Business & Karr… Más…

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Risk Management in the Crude Oil Market: Market efficiency and hedging strategies - Tjentland, Eirik, A. Halvorsen, Sindre
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Tjentland, Eirik, A. Halvorsen, Sindre:
Risk Management in the Crude Oil Market: Market efficiency and hedging strategies - Pasta blanda

2010, ISBN: 9783639309515

VDM Verlag Dr. Müller, Taschenbuch, 76 Seiten, Publiziert: 2010-11-17T00:00:01Z, Produktgruppe: Buch, 0.28 kg, Verkaufsrang: 188991, Recht, Kategorien, Bücher, Management, Business & Karr… Más…

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Detalles del libro
Risk Management in the Crude Oil Market: Market efficiency and hedging strategies
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Título:
ISBN:

3639309510


This thesis aims to explore two main issues. First we study crude oil prices in view of weak-form efficiency. Thereupon we look into different hedging strategies that could be used to stabilize income in a market with high volatility. The data used are crude oil prices of West Texas Intermediate between 1987 and 2010. We conclude that the spot crude price and the 3 month future price for the same oil type are weak-form efficient. The two prices tend towards a long-run equilibrium and differences in prices are quickly adjusted. OPEC's role in the market is discussed as a weakness to price efficiency. Based on efficient prices, we find that the minimum variance hedging method gives the lowest risk, but a naive hedge ratio is easiest to implement in a business strategy for a risk averse management. On the other hand, a risk neutral oil company would get a higher added return by merely buy and sell in the spot market. By introducing a multiple risks hedging model consisting of price risk and exchange rate risk, we suggest that a Norwegian company could reduce its total risk of the portfolio by increasing its exposure in the currency market.

Detalles del libro - Risk Management in the Crude Oil Market: Market efficiency and hedging strategies


EAN (ISBN-13): 9783639309515
ISBN (ISBN-10): 3639309510
Tapa dura
Tapa blanda
Año de publicación: 2010
Editorial: VDM Verlag Dr. Müller

Libro en la base de datos desde 2007-06-30T17:46:33+02:00 (Madrid)
Página de detalles modificada por última vez el 2023-11-07T16:03:31+01:00 (Madrid)
ISBN/EAN: 3639309510

ISBN - escritura alterna:
3-639-30951-0, 978-3-639-30951-5
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: halvorsen
Título del libro: markets risk, risk management, crude

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