| BENADA, Luděk a Dagmar LINNERTOVÁ. Hedging of Natural Gas on Selected Markets. In Krajicek, J Nesleha, J Urbanovsky, K. EUROPEAN FINANCIAL SYSTEM 2016: PROCEEDINGS OF THE 13TH INTERNATIONAL SCIENTIFIC CONFERENCE. BRNO: MASARYKOVA UNIV, 2016, s. 15-20. ISBN 978-80-210-8308-0. |
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@inproceedings{1360253,
author = {Benada, Luděk and Linnertová, Dagmar},
address = {BRNO},
booktitle = {EUROPEAN FINANCIAL SYSTEM 2016: PROCEEDINGS OF THE 13TH INTERNATIONAL SCIENTIFIC CONFERENCE},
editor = {Krajicek, J Nesleha, J Urbanovsky, K},
keywords = {hedging; hedge ratio; spot; futures; forward},
howpublished = {tištěná verze "print"},
language = {eng},
location = {BRNO},
isbn = {978-80-210-8308-0},
pages = {15-20},
publisher = {MASARYKOVA UNIV},
title = {Hedging of Natural Gas on Selected Markets},
year = {2016}
}
TY - JOUR
ID - 1360253
AU - Benada, Luděk - Linnertová, Dagmar
PY - 2016
TI - Hedging of Natural Gas on Selected Markets
PB - MASARYKOVA UNIV
CY - BRNO
SN - 9788021083080
KW - hedging
KW - hedge ratio
KW - spot
KW - futures
KW - forward
N2 - 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.
ER -
BENADA, Luděk a Dagmar LINNERTOVÁ. Hedging of Natural Gas on Selected Markets. In Krajicek, J Nesleha, J Urbanovsky, K. \textit{EUROPEAN FINANCIAL SYSTEM 2016: PROCEEDINGS OF THE 13TH INTERNATIONAL SCIENTIFIC CONFERENCE}. BRNO: MASARYKOVA UNIV, 2016, s.~15-20. ISBN~978-80-210-8308-0.
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