Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway

Abstract Over the past ten years, the increasing price of jet fuel is putting constant pressure on the airline industry. Since the jet fuel cost is the second largest operating expenditure in the airlines sector, even a small increase in the fuel price would lead a significant of expenditure on...

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Main Author: Wang, Hongfei
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2007
Subjects:
Online Access:https://eprints.nottingham.ac.uk/21421/
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author Wang, Hongfei
author_facet Wang, Hongfei
author_sort Wang, Hongfei
building Nottingham Research Data Repository
collection Online Access
description Abstract Over the past ten years, the increasing price of jet fuel is putting constant pressure on the airline industry. Since the jet fuel cost is the second largest operating expenditure in the airlines sector, even a small increase in the fuel price would lead a significant of expenditure on the operating cost. This paper tends to exam the use of financial derivatives to hedge against the adverse oil price change and it effectiveness. To further illustrate this point, a case study of BA will be used and help to explain how hedge works so that makes BA better off. In addition, it also highlights the incentives behind the use of financial derivatives for risk management strategy by companies. Furthermore, the comparative advantage of hedging strategy among other methods is also discussed. Our research indicates that, by implementing financial derivatives, the company's cash flow would be much more stable compare with leaving oil price unhedged. Finally, this study provides the area for further research, which focuses on the comparison of financial derivatives with other risk management strategy such as insurance.
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spelling nottingham-214212018-02-16T18:51:26Z https://eprints.nottingham.ac.uk/21421/ Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway Wang, Hongfei Abstract Over the past ten years, the increasing price of jet fuel is putting constant pressure on the airline industry. Since the jet fuel cost is the second largest operating expenditure in the airlines sector, even a small increase in the fuel price would lead a significant of expenditure on the operating cost. This paper tends to exam the use of financial derivatives to hedge against the adverse oil price change and it effectiveness. To further illustrate this point, a case study of BA will be used and help to explain how hedge works so that makes BA better off. In addition, it also highlights the incentives behind the use of financial derivatives for risk management strategy by companies. Furthermore, the comparative advantage of hedging strategy among other methods is also discussed. Our research indicates that, by implementing financial derivatives, the company's cash flow would be much more stable compare with leaving oil price unhedged. Finally, this study provides the area for further research, which focuses on the comparison of financial derivatives with other risk management strategy such as insurance. 2007 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/21421/1/Oil_Hedging.pdf Wang, Hongfei (2007) Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway. [Dissertation (University of Nottingham only)] (Unpublished) Oil Hedging Derivatives BA
spellingShingle Oil Hedging
Derivatives
BA
Wang, Hongfei
Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway
title Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway
title_full Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway
title_fullStr Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway
title_full_unstemmed Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway
title_short Derivative as a Form of Insurance on Oil Price: A Case Study on British Airway
title_sort derivative as a form of insurance on oil price: a case study on british airway
topic Oil Hedging
Derivatives
BA
url https://eprints.nottingham.ac.uk/21421/