Hedging behaviour in China's crude oil futures market Online publication date: Fri, 10-Mar-2023
by Dongwei Shi
International Journal of Global Energy Issues (IJGEI), Vol. 45, No. 2, 2023
Abstract: Hedging behaviour of hedgers in China's crude oil futures market has naturally become a hot topic in academia and industry. This paper examines the behaviour of hedgers in China's crude oil futures market from the perspective of risk premium. The topic selection of this paper is helpful to reflect the real behaviour pattern of China's crude oil futures hedging, and also provides a more reasonable trading strategy for real traders and a practical basis for exchanges to regulate the market. The results facilitate reasonable trading strategies for hedgers and practical basis for the regulator in China's crude oil futures market.
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Global Energy Issues (IJGEI):
Login with your Inderscience username and password:
Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.
If you still need assistance, please email subs@inderscience.com