Pricing option contracts on the strategic petroleum reserve
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Xie, Nan & Yan, Zhijun & Zhou, Yi & Huang, Wenjun, 2017. "China's optimal stockpiling policies in the context of new oil price trend," Energy Policy, Elsevier, vol. 105(C), pages 332-340.
- Ansaripoor, Amir H. & Oliveira, Fernando S., 2018. "Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: A real-options approach," European Journal of Operational Research, Elsevier, vol. 266(1), pages 316-327.
More about this item
KeywordsFinance; Inventory; Markov processes; Option pricing; Petroleum markets; Risk management;
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
- G1 - Financial Economics - - General Financial Markets
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