Cross-hedging effectiveness of jet fuel oil spot prices with future contracts
This study investigates the cross-hedging performance for jet fuel oil spot prices with four highly correlated commodities' future contracts; namely, NYMEX Light Sweet Crude Oil (WTI), ICE Europe Brent Crude, NYMEX Harbor No. 2 Heating Oil, ICE Europe Low Sulphur Gasoil with four different time...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2023
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| Online Access: | https://eprints.nottingham.ac.uk/71346/ |