Hedging of Natural Gas on Selected Markets
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F16%3A00091635" target="_blank" >RIV/00216224:14560/16:00091635 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Hedging of Natural Gas on Selected Markets
Original language description
The following study focuses on one of the key primary energy commodities in the modern society. Two independent and different regional markets for natural gas are compared from the hedging point of view. The market of considered commodity is unique in its characteristics. In the paper will be examined the possibility of price risk hedging on two different markets with distinct level of market maturity and characteristics. One of markets is represented by the system of endogenous price mechanism while the other one is based on price indexed mechanism. The analysis will be carried out on US and European market of natural gas. In both cases, the methodology will be focused the short hedge position.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
—
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
EUROPEAN FINANCIAL SYSTEM 2016: PROCEEDINGS OF THE 13TH INTERNATIONAL SCIENTIFIC CONFERENCE
ISBN
9788021083080
ISSN
—
e-ISSN
—
Number of pages
6
Pages from-to
15-20
Publisher name
MASARYKOVA UNIV
Place of publication
BRNO
Event location
Brno, CZECH REPUBLIC
Event date
Jun 27, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000385692200001