Can Hedging With Oil Futures Contracts Help Oil Producers?
DOI:
https://doi.org/10.18311/jmmf/2022/32401Abstract
NA
Downloads
Metrics
Downloads
Published
How to Cite
Issue
Section
License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
References
Detailed specifications can be found at: https://www. mcxindia.com/products/energy/crude-oil
Bjornland HC, Nordvik FM, M Rohrer. Supply flexibility in the shale patch: Evidence from North Dakota. Journal of Applied Econometrics. 2021; 36(3):273-292. https://doi. org/10.1002/jae.2808
Naik G, SK Jain. Efficiency and unbiasedness of Indian commodity futures markets. Indian Journal of Agricultural Economics. 2001; 56(2):185-97. ageconsearch.umn.edu/ record/297809/files/ijae440.pdf
Ranganathan T, U Ananthakumar. Market efficiency in Indian soybean futures markets. International Journal of Emerging Markets. 2014; 9(4):520-34. https://doi. org/10.1108/IJoEM-12-2011-0106
Kumar P, R Rabonovitch. CEO entrenchment and corporate hedging: evidence from the oil and gas industry. Journal of Financial and Quantitative Analysis. 2013; 48(3):887-917. https://doi.org/10.1017/S0022109013000276
Yun WC, HJ Kim. Hedging strategy for crude oil trading and the factors influencing hedging effectiveness. Energy Policy. 2010; 38(5):2404-2408. https://doi.org/10.1016/j. enpol.2009.12.032
Ferriani F, G Veronese. Hedging and investment tradeoffs in the U.S. oil industry. Energy Economics. 2022; 106:105736. https://doi.org/10.1016/j.eneco.2021.105736
Leuenberger DG. Investment Science. Oxford University Press. 2013. ISBN: 9780199740086
Ji Q, Liu BY, Zhao WL, Y Fan. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. International Review of Financial Analysis. 2018; 101238. https://doi. org/10.1016/j.irfa.2018.08.002
Chhabra D, M Gupta. Market efficiency and calendar anomalies in commodity futures markets: a review. Agricultural Economics Research Review. 2020; 33(2):263-