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dc.contributor.author
Kazantzidis, Omiros
en
dc.date.accessioned
2021-09-13T11:52:21Z
dc.date.available
2021-09-13T11:52:21Z
dc.date.issued
2021-09-13
dc.identifier.uri
https://repository.ihu.edu.gr//xmlui/handle/11544/29829
dc.rights
Default License
dc.subject
Futures hedging
en
dc.title
Futures hedging and risk management
en
heal.type
masterThesis
en_US
heal.keywordURI.LCSH
Hedging
heal.dateAvailable
2021-06-03
heal.language
en
en_US
heal.access
free
en_US
heal.license
http://creativecommons.org/licenses/by-nc/4.0
en_US
heal.recordProvider
School of Science and Technology, MSC in Energy and Finance
en_US
heal.publicationDate
2021-01-12
heal.abstract
This dissertation was written as a part of the MSc in Energy and Finance at the International Hellenic University. Based on the recent literature, on this paper we focus on the effectiveness of different hedging strategies, both constant hedge ratio and time-varying hedge ratio, on natural gas prices in the United States. Natural gas prices fluctuate depending on seasons. To examine how these fluctuations affect the hedging ability of the econometric models we use we conduct an analysis regarding seasons (fall-winter, springsummer) and regarding market conditions (contango-backwardation). The analysis is conducted over different various time horizons (weekly-monthly). We complete this study by presenting the economic-financial benefits of using these hedging strategies in order to assess the impact of volatility in monetary values.
en
heal.advisorName
Pouliasis, Panos
en
heal.committeeMemberName
Psychoyios, Dimitrios
en
heal.committeeMemberName
Panagiotidis, Theodore
en
heal.academicPublisher
IHU
en
heal.academicPublisherID
ihu
en_US
heal.spatialCoverage
Thessaloniki
en


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