Risk Management in Energy-Focused Commodity Futures Programs

24 Pages Posted: 5 Aug 2015

See all articles by Hilary Till

Hilary Till

Premia Research LLC; EDHEC-Risk Institute; J.P. Morgan Center for Commodities, University of Colorado Denver Business School; Global Commodities Applied Research Digest

Date Written: October 8, 2005

Abstract

This article will discuss the practical issues involved in applying a disciplined risk management methodology to energy-focused futures trading. This article will show how to apply methodologies derived from both conventional asset management and hedge fund management to futures trading. It will also discuss some of the risk management issues that are unique to leveraged futures trading.

Keywords: risk management, commodity futures, correlations

JEL Classification: G1, G11

Suggested Citation

Till, Hilary, Risk Management in Energy-Focused Commodity Futures Programs (October 8, 2005). Available at SSRN: https://ssrn.com/abstract=2639489 or http://dx.doi.org/10.2139/ssrn.2639489

Hilary Till (Contact Author)

Premia Research LLC ( email )

United States
312-583-1137 (Phone)
312-873-3914 (Fax)

HOME PAGE: http://customindices.spindices.com/custom-index-calculations/premia/all

EDHEC-Risk Institute

Nice
France

HOME PAGE: http://risk.edhec.edu/

J.P. Morgan Center for Commodities, University of Colorado Denver Business School ( email )

1475 Lawrence St.
Denver, CO 80202
United States

HOME PAGE: http://www.business.ucdenver.edu/commodities

Global Commodities Applied Research Digest ( email )

J.P. Morgan Center for Commodities
1475 Lawrence Street
Denver, CO 80202
United States

HOME PAGE: http://www.jpmcc-gcard.com/hilary-till

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