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Hedging Government Oil Price Risk

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Author Info
James Daniel
Abstract

Many governments are heavily exposed to oil price risk, especially those dependent on revenue derived from oil production. For these governments, dealing with large price movements is difficult and costly. Traditional approaches, such as stabilization funds, are inherently flawed. Oil risk markets could be a solution. These markets have matured greatly in the last decade, and their range and depth could allow even substantial producers, and consumers, to hedge their oil price risk. Yet governments have held back from using these markets, mainly for fear of the political cost and lack of know how. This suggests that the IMF, together with other development agencies, should consider encouraging governments to explore the scope for hedging their oil price risk.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 01/185.

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Length: 21 pages
Date of creation: 01 Nov 2001
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Handle: RePEc:imf:imfwpa:01/185

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Related research
Keywords: Oil ; Oil prices ; Fiscal policy ;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Ricardo Hausmann, 1995. "Dealing with Negative Oil Shocks: The Venezuelan Experience in the Eighties," RES Working Papers 4010, Inter-American Development Bank, Research Department. [Downloadable!]
  2. Claessens, Stijn & Varangis, Panos & DEC, 1994. "Oil price instability, hedging, and an oil stabilization fund : the case of Venezuela," Policy Research Working Paper Series 1290, The World Bank. [Downloadable!]
  3. Eduardo M.R.A. Engel & Rodrigo Valdés, 2000. "Optimal Fiscal Strategy for Oil Exporting Countries," Documentos de Trabajo 78, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Other versions:
  4. Peter Wickham, 1996. "Volatility of Oil Prices," IMF Working Papers 96/82, International Monetary Fund.
  5. Arrau, Patricio & Claessens, Stijn, 1992. "Commodity stabilization funds," Policy Research Working Paper Series 835, The World Bank. [Downloadable!]
  6. repec:fth:inadeb:307 is not listed on IDEAS
  7. Paul Cashin & C John McDermott & Alasdair Scott, 1999. "Booms and slumps in world commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/8, Reserve Bank of New Zealand. [Downloadable!]
    Other versions:
  8. Varangis, Panos & Larson, Don, 1996. "Dealing with commodity price uncertainty," Policy Research Working Paper Series 1667, The World Bank. [Downloadable!]
  9. Paul Cashin & Hong Liang & C. John McDermott, 1999. "How Persistent Are Shocks to World Commodity Prices?," IMF Working Papers 99/80, International Monetary Fund.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Alfredo Baldini, 2005. "Fiscal Policy and Business Cycles in an Oil-Producing Economy: The Case of Venezuela," IMF Working Papers 05/237, International Monetary Fund. [Downloadable!]
  2. Guido Sandleris & Filippo Taddei, 2007. "Indexed Sovereign Debt: a Survey and a Framework of Analysis," Carlo Alberto Notebooks 66, Collegio Carlo Alberto. [Downloadable!]
  3. Ulrich Bartsch, 2006. "How Much is Enough? Monte Carlo Simulations of an Oil Stabilization Fund for Nigeria," IMF Working Papers 06/142, International Monetary Fund. [Downloadable!]
  4. Thomas Baunsgaard, 2003. "Fiscal Policy in Nigeria: Any Role for Rules?," IMF Working Papers 03/155, International Monetary Fund. [Downloadable!]
  5. Muthukumara Mani & Michael Keen & Paul K. Freeman, 2003. "Dealing with Increased Risk of Natural Disasters: Challenges and Options," IMF Working Papers 03/197, International Monetary Fund. [Downloadable!]
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