Hedging Spot Fuel Oil in Singapore: Will the New Simex Contract Succeed
We assess SIMEX's new market for fuel oil futures by examining its effectiveness in hedging a cash fuel oil position in Singapore. We find that the SIMEX contract can eliminate about two-thirds of the volatility of a Singapore cash position and is many times more effective than a cross-hedge co...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1990
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1424 https://doi.org/10.1007/bf01951482 |
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| Institution: | Singapore Management University |
| Language: | English |