Minimising risk when hedging crude oil options: jumps count

Ewald, C.-O. , Nawar, R. and Siu, T.K. (2013) Minimising risk when hedging crude oil options: jumps count. Energy Risk, 10, pp. 64-68.

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Publisher's URL: http://www.risk.net/energy-risk/technical-paper/2271279/cutting-edge-minimising-risk-when-hedging-crude-oil-options

Abstract

No abstract available.

Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Ewald, Professor Christian
Authors: Ewald, C.-O., Nawar, R., and Siu, T.K.
College/School:College of Social Sciences > Adam Smith Business School > Economics
Journal Name:Energy Risk
Publisher:Incisive Media Ltd.
ISSN:1742-4305

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