Blar i Master's theses (HH) på emneord "hedging pressure"
Viser treff 1-1 av 1
-
Investment strategies in the crude oil futures market : an empirical analysis of its return and its causes
(Master thesis, 2012-06-01)We show that while a passive investment strategy going long in WTI oil futures yields an annual excess return of 8.1% between January 1985 and June 2010, an active but very simple investment strategy going long in backwardation ...