Arbitrage strategies in energy markets: theory and applications

Basile, Lorenzo (A.A. 2019/2020) Arbitrage strategies in energy markets: theory and applications. Tesi di Laurea in International finance, Luiss Guido Carli, relatore Pierpaolo Benigno, pp. 102. [Master's Degree Thesis]

[img] PDF (Full text)
Restricted to Registered users only

Download (2MB) | Request a copy


Spot energy markets. Commodities markets. Energy markets. Oil markets. Commodity derivative contracts. Futures and forward contracts. Swaps contracts. Options contracts. Cash and carry arbitrage on crude oil futures. An apologue on arbitrage.


Bibliografia e sitografia: pp. 86-87.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: International finance
Thesis Supervisor: Benigno, Pierpaolo
Thesis Co-Supervisor: Borri, Nicola
Academic Year: 2019/2020
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 02 Jul 2021 07:08
Last Modified: 02 Jul 2021 07:08


Downloads per month over past year

Repository Staff Only

View Item View Item