Roy Nawar

University of Sydney

University of Sydney

Sydney, NC NSW 2006

Australia

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 39,275

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Top 39,275

in Total Papers Downloads

875

CITATIONS

0

Scholarly Papers (3)

1.

Risk Minimizing Hedging of Crude-Oil Options: Theory and Empirical Performance

Number of pages: 35 Posted: 25 May 2011 Last Revised: 27 Jul 2011
University of Glasgow, University of Sydney and Macquarie University, Faculty of Business and Economics
Downloads 334 (66,170)

Abstract:

Risk-minimizing hedging, crude-oil options, futures, energy derivatives, resource economics

2.

An Analysis of the Fish Pool Market in the Context of Schwartz' (1997) Multifactor Model with Stochastic Convenience Yield

Number of pages: 37 Posted: 28 Aug 2012 Last Revised: 13 Mar 2015
University of Glasgow, University of Sydney, University of Glasgow - Adam Smith Business School and Macquarie University, Faculty of Business and Economics
Downloads 317 (62,577)

Abstract:

Futures, Commodities, Aquaculture, Fisheries Economics, Renewable Resources, Risk Management

3.

Minimal Variance Hedging of Natural Gas Derivatives in Exponential Levy Models: Theory and Empirical Performance

Number of pages: 33 Posted: 13 Sep 2012
University of Glasgow, University of Sydney and Macquarie University, Faculty of Business and Economics
Downloads 108 (195,438)

Abstract:

Quadratic hedging, jump-diffusions models, natural gas options, energy derivatives, resource economics