LIBROS DEL AUTOR: eirik tjentland

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  • Risk Management in the Crude Oil Market
    Eirik Tjentland / Sindre A. Halvorsen
    This thesis aims to explore two main issues. First we study crude oil prices in view of weak-form efficiency. Thereupon we look into different hedging strategies that could be used to stabilize income in a market with high volatility. The data used are crude oil prices of West Texas Intermediate between 1987 and 2010. We conclude that the spot crude price and the 3 month...
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