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Hedging behaviour in China's crude oil futures market

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  • Dongwei Shi

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.

Suggested Citation

  • Dongwei Shi, 2023. "Hedging behaviour in China's crude oil futures market," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 45(2), pages 166-181.
    • Handle: RePEc:ids:ijgeni:v:45:y:2023:i:2:p:166-181
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