Please use this identifier to cite or link to this item:
|Title:||Hedging spot fuel oil in Singapore: Will the new SIMEX contract succeed?||Authors:||Bailey, W.
|Issue Date:||1990||Citation:||Bailey, W.,Koh, A. (1990). Hedging spot fuel oil in Singapore: Will the new SIMEX contract succeed?. Asia Pacific Journal of Management 7 (2) : 97-107. ScholarBank@NUS Repository. https://doi.org/10.1007/BF01951482||Abstract:||We assess SIMEX's new market for fuel oil futures by examining its effectiveness in hedging a cash fuel oil position in Singapore. We find that the SIMEX contract can eliminate about two-thirds of the volatility of a Singapore cash position and is many times more effective than a cross-hedge constructed with overseas contracts. Given its potential usefulness as a hedging tool for the regional petroleum industry, we anticipate that the new contract will be a success. © 1990 School of Management National University of Singapore.||Source Title:||Asia Pacific Journal of Management||URI:||http://scholarbank.nus.edu.sg/handle/10635/45224||ISSN:||02174561||DOI:||10.1007/BF01951482|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.