Optimal forward contracting in LNG supply capacity investment

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Optimal forward contracting in LNG supply capacity investment

This paper contructs a stylized model of an LNG producer's decision on the level of committment to long-term supply arrangement. The model extends a conventional two-stage model of optimal hedging by accomodating two features commonly observed with LNG trading practice: (1) the forward price of...

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Bibliographic Details
Main Author:	Suenaga, Hiroaki
Format:	Conference Paper
Published:	IAEE 2007
Online Access:	http://www.iaee.org/en/publications/proceedings.aspx http://hdl.handle.net/20.500.11937/38157

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