Cross-hedging effectiveness of jet fuel oil spot prices with future contracts

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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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Bibliographic Details
Main Author:	Ahmed, Mohamed Mostafa Elsayed
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2023
Subjects:	risk management jet fuel oil cross-hedging financial derivatives
Online Access:	https://eprints.nottingham.ac.uk/71346/

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