Hedging strategy of long-term oil and natural gas contracts: A theoretical and empirical perspective from discretization

ZHAO Xinwei, MA Chaoqun, YUE Shengjie

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (10) : 2677-2696.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (10) : 2677-2696. DOI: 10.12011/SETP2021-1845

Hedging strategy of long-term oil and natural gas contracts: A theoretical and empirical perspective from discretization

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(10): 2677-2696 https://doi.org/10.12011/SETP2021-1845

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