Dynamic hedging strategies
A conservative yet flexible jet fuel hedging programme has proven successful for Etihad
Given the importance of the crude oil and natural gas futures markets, the intra-market correlations in these markets play an important role in pricing, hedging and managing the risks of energy ...
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Dynamic hedging strategies articles
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Hedging the extrinsic value of a natural gas storage
Old Mutual questions the lack of capital credit for dynamic hedging in QIS 5
A substantial number of mining companies refuse to have a hedging programme, leaving them vulnerable to a possible sharp drop in prices
Traditional pricing and hedging approaches often fail to work properly for complex energy structures due to market incompleteness, liquidity problems or unusual price dynamics. In this article, St...
Risk Awards 2008
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.