Risk Management in Energy-Focused Commodity Futures Programs
24 Pages Posted: 5 Aug 2015
Date Written: October 8, 2005
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: Suggested Citation