Anannit Sumawong

University of Sussex

Sussex House

Falmer

Brighton, Sussex BNI 9RH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

357

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread

Energy Economics, Vol. 36, No. 1, 2013
Number of pages: 26 Posted: 16 Jan 2012 Last Revised: 29 Dec 2013
Carol Alexander, Marcel Prokopczuk and Anannit Sumawong
University of Sussex Business School, Leibniz Universit├Ąt Hannover - Faculty of Economics and Management and University of Sussex
Downloads 245 (136,952)
Citation 4

Abstract:

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Hedging, Crack Spread, GARCH, Minimum-Variance Hedge

2.

Market Liquidity, Closeout Procedures and Initial Margin for CCPs

Bank of England Working Paper No. 643
Number of pages: 31 Posted: 06 Feb 2017
Bank of England, University of Sussex, Bank of England and Bank of England
Downloads 112 (267,222)
Citation 1

Abstract:

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CCPs, market liquidity, closeout procedures, initial margin