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]](http://tesi.luiss.it/style/images/fileicons/application_pdf.png) |
PDF (Full text)
Restricted to Registered users only Download (2MB) | Request a copy |
Abstract/Index
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.
References
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 |
| URI: | https://tesi.luiss.it/id/eprint/29955 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
