- Abstract:
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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...
Expand abstract - Publication status:
- Published
- Peer review status:
- Reviewed (other)
- Version:
- Publisher's version
- Files:
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(pdf, 2.3MB)
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- 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
- Language:
- English
- Keywords:
- Copyright holder:
- Oxford Institute for Energy Studies
- Copyright date:
- 1991
Working paper
The term structures of oil futures prices
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