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The term structures of oil futures prices

Abstract:

In recent years, there has been a massive development of derivative financial products in oil markets. The main interest came from large energy end-users who found in them a welcome opportunity to lock in fixed or maximum prices for their supplies over a period of time. Oil companies and oil traders were able to provide tailor-made swaps or options for the specific needs of the end-users. It all started with refined petroleum product swaps traded only for short maturities. Soon after, a new i...

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Publication status:
Published
Peer review status:
Reviewed (other)
Version:
Publisher's version

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Research group:
Oxford Institute for Energy Studies
Role:
Author
Publisher:
Oxford Institute for Energy Studies Publisher's website
Series:
OIES: M17
Publication date:
1991-01-01
URN:
uuid:a34cee7d-1e96-4507-a24f-0ee42f305acc
Local pid:
ora:10302
ISBN:
0-948061-59-6

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