Seasonality in petroleum futures spreads

Article Abstract:

There is a structurally substantial periodicity in petroleum futures spreads. Historically basic buy (sell) and hold trading schemes may be lucrative and in numerous cases, are notably greater than zero after transaction costs of $100 for round-turn trade are considered. It is possible that more advanced studies may generate even better effects since relatively fundamental trading strategies may be lucrative.

Petroleum & Energy Products, Financial Management, Securities

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Risk premiums on inventory assets: the case of crude oil and natural gas

Article Abstract:

Research is presented concerning the use of an econometric analysis derived from a stochastic model to determine the risk premiums on natural gas and crude oil. The variation in risk premiums is discussed.

Natural Gas, Asset & Risk Management, Economic aspects, Risk management, Inventories, Risk perception

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Risk arbitrage opportunities in petroleum futures spreads

Article Abstract:

A model for long-term pricing of petroleum product futures is presented. Prices for fuel oil, gasoline, and crude oil futures are cointegrated.

United States, Crude Petroleum, Statistical Data Included, Models, Prices and rates, Futures market, Futures markets, Arbitrage

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