Structural Position-Taking in Crude Oil Futures Contracts

Hilary Till: Should an investor enter into long-term positions in oil futures contracts?

Author(s):

Hilary Till

Research Associate, EDHEC-Risk InstitutePrincipal, Premia Research LLC

In answering this question, this paper will cover the following three considerations: (1) the case for structural positions in crude oil futures contracts; (2) useful indicators for avoiding crash risk; and (3) financial asset diversification for downside hedging of oil price risk. This paper will conclude by noting the conditions under which one might consider including oil futures contracts in an investment portfolio.

Type: Working paper
Date: le 16/11/2015
Research Cluster : Finance

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