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.
Pdf
Structural Position-Taking in Crude Oil Futures Contracts...
(-1.00 B)
Type: Working paper
Date: le 16/11/2015
Extra information : For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]
Research Cluster : Finance

See Also

EDHEC-Risk and Swiss Life AM France set up a research chair to analyse the role of real estate in investment solutions
News
- 17-10-2018
Swiss Life Asset Managers France and EDHEC-Risk Institute have announced the creation...
Lionel Martellini speaking on the application of goal-based investing to retirement strategies at the TrackInsight European Summit in Paris on Nov 7
News
- 16-10-2018
Lionel Martellini, Professor of Finance, EDHEC Business School and Director, EDHEC-Risk...
The EDHEC Executive MBA rises six places in the Financial Times global ranking 2018
News
- 15-10-2018
The Financial Times published today its latest ranking of top Executive MBA programmes...
News
- 11-10-2018
The EDHEC Family Business Centre and Tharawat Family Business Forum, with the...