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Commodity price risk management using option strategies
commodity market hedging strategies vanilla options
2015/5/4
In the world of increasing price volatility, it is more important than ever to understand how to manage the price risk. The paper deals with the price risk management issues associated with commoditie...
Commodity Price Volatility: The Impact of Commodity Index Traders
Commodity Price Volatility Commodity Index Traders
2014/4/11
The dramatic rise in crop prices that occurred in the fall of 2006 was the
beginning of an unprecedented level of volatility in agricultural markets. For example,
corn prices for most of this de...
Estimating the Commodity Price Model。
COMMODITY PRICE VOLATILITY: THE IMPACT OF COMMODITY INDEX TRADERS
COMMODITY PRICE VOLATILITY: THE IMPACT OF COMMODITY INDEX TRADERS
2014/4/11
The dramatic rise in crop prices that occurred in the fall of 2006 was the beginning of an unprecedented level of volatility in agricultural markets. Corn prices for most of this decade have fluctuate...