Open AccessCRUDE OIL OPTION MARKET PARAMETERS AND THEIR IMPACT ON THE COST OF HEDGING BY LONG STRAP STRATEGY
Author(s) -
Bartosz Łamasz,
Natalia Iwaszczuk
Publication year - 2020
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.8613
Subject(s) - futures contract , volatility (finance) , crude oil , west texas intermediate , economics , futures market , greeks , hedge , call option , financial economics , econometrics , petroleum engineering , engineering , ecology , biology