Last edited by Dakus
Wednesday, July 22, 2020 | History

2 edition of Trade-offs from hedging oil price risk in Ecuador found in the catalog.

Trade-offs from hedging oil price risk in Ecuador

Sudhakar Satyanarayan

Trade-offs from hedging oil price risk in Ecuador

by Sudhakar Satyanarayan

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Published by World Bank, Latin America and the Caribbean, Country Dept. III, Country Operations Division in Washington, DC .
Written in English

    Places:
  • Ecuador,
  • Ecuador.
    • Subjects:
    • Petroleum products -- Prices -- Ecuador.,
    • Ecuador -- Economic policy.

    • Edition Notes

      Other titlesTradeoffs from hedging oil price risk in Ecuador
      StatementSudhakar Satyanaryan and Eduardo Somensatto.
      SeriesPolicy research working paper ;, 1792, Policy research working papers ;, 1792.
      ContributionsSomensatto, Eduardo.
      Classifications
      LC ClassificationsHG3881.5.W57 P63 no. 1792
      The Physical Object
      Pagination18 p. :
      Number of Pages18
      ID Numbers
      Open LibraryOL300658M
      LC Control Number97207730

      The Operational Risk Capital Requirement (as proposed in ) depends on the bank’s choice among a basic Indicator Approach, a Standardized Approach, and an Advanced Measurement Approach (AMA) While part of the 8% ratio under BIS I was viewed as capital allocated to absorb operational risk, the proposed new operational risk requirement. The March OPEC Monthly Oil Market Report is out with the February production data. All data is through February 2o18 and is in thousand barrels per day, C. OPEC crude only production was d barrels per day in February but that was after January production had been revised downw barrels per day.

      The economic viability of gas-to-liquids technology and the crude oil–natural gas price relationship David J. Ramberg, Y.H. Henry Chen, Sergey Paltsev, John Author: Eloá Cruz Visalaya. The application of risk analyses using @RISK is pervasive in many industries, and its use has already been proliferated. In energy industry, oil price drives profitability in many ways; higher-than-budget costs of capital projects and operating .

      oil-price volatility; robust postwar growth boosted global demand for oil, lifting prices Currency Options and the Hedging of Foreign Exchange Risk,” Journal of International Economics, 25 Key trade-offs include: 1) minimizing the transport costs between each stage, and 2) . Variance of a Two-asset Portfolio. mportfolio = w A m A + (1 - w A) m B. s 2 portfolio = w A 2 s 2 A + (1 - w A) 2 s 2 B + 2 w A w B r AB s A s B. where. w A = Proportion of the portfolio in asset A. The last term in the variance formulation is sometimes written in terms of the covariance in returns between the two assets, which is.


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Trade-offs from hedging oil price risk in Ecuador by Sudhakar Satyanarayan Download PDF EPUB FB2

Trade-offs from hedging oil price risk in Ecuador. Washington, DC: World Bank, Latin America and the Caribbean, Country Dept. III, Country Operations Division, [] (OCoLC) Material Type: Internet resource: Document Type: Book, Internet Resource: All Authors / Contributors: Sudhakar Satyanarayan; Eduardo Somensatto.

Trade-offs from hedging oil price risk in Ecuador. Washington, DC: World Bank, Latin America and the Caribbean, Country Dept. III, Country Operations Division, [] (DLC) (OCoLC) Material Type: Document, Internet resource: Document Type: Internet Resource, Computer File: All Authors / Contributors.

Trade-offs from hedging oil price risk in Ecuador / Sudhakar Satyanaryan and Eduardo Somensatto World Bank, Latin America and the Caribbean, Country Dept. III, Country Operations Division Washington, DC Australian/Harvard Citation.

Satyanarayan, Sudhakar. & Somensatto, Eduardo. Downloadable. This paper analyses methods to reduce the price risk of Ecuadorian oil exports through hedging in the oil futures market. I simulate ex ante cross hedges over the –96 period and find that in every case, ex ante hedging would have been effective in reducing risk.

I provide quantitative estimates of the return/risk trade-offs from hedging Ecuadorian oil and find. Raju, S. () Risk Return Trade-offs from Hedging Oil Price Risk in Ecuador. Journal of Emerging Market FinanceSatyanarayan, S. and E. Somensatto () Trade-offs from Hedging Oil Price Risk in Ecuador.

The World Bank, Washington, DC. Downloadable (with restrictions). This paper examines the hedging effectiveness of the FTSE/ATHEX and FTSE/ATHEX Mid stock index futures contracts in the relatively new and fairly unresearched futures market of Greece. Both in-sample and out-of-sample hedging performances using weekly and daily data are examined, considering both constant and time Cited by: Mexico’s welfare gains from hedging oil-price risk An IMF paper notes: “Since at leastMexico’s federal government has hedged the near-term fiscal impact of declines in oil prices through put options.

Trade-offs from hedging oil price risk in Ecuador / Sudhakar Satyanaryan and Eduardo Somensatto Arte y cultura, Ecuador, / [coordinacion del proyecto, Carlos Paladines ; coordinador del volu.

Risk-return trade-off The tendency for potential risk to vary directly with potential return, so that the more risk involved, the greater the potential return, and vice versa.

Risk-Return Trade-Off The concept that every rational investor, at a given level of risk, will accept only the largest expected return. That is, given two investments at the exact.

This trade off which an investor faces between risk and return while considering investment decisions is called the risk return trade off. Description: For example, Rohan faces a risk return trade off while making his decision to invest.

If he deposits all his money in a saving bank account, he will earn a low return i.e. the interest rate paid. The Obama administration so far has stymied big oil’s efforts to move on the controversial Keystone XL pipeline, but the trade-off is a Author: Jen Alic.

Let us denote the risk-free return on the Treasury (T.) bill by R f. Since the return is risk-free, the expected and actual returns are the same. In addition, let the expected return from investing in the stock market be R m and the actual return be r m.

The actual return is risky. ADVERTISEMENTS: At the time of the investment decision, we know. Mitigating Vulnerability to High and Volatile Oil Prices the trade-offs between expected cost and risk are an important component of a hedging strategy design, as is assigning roles and.

Countries with large oil resources can benefit substantially from them. However, despite their huge natural resources, many oil producers have had disappointing growth, widespread poverty, and continuing vulnerability to oil price and other external shocks.

Fiscal policy can play a central role indetermining the extent to which a country benefits from its oil wealth. This book brings. hedges against large price movements. The Mexican government, for example, has used a short-term hedging strategy to insure against a fall in oil prices using derivatives, covering risk for one fiscal year.

Such a short-term hedging strategy provides a “breathing space” to adjust to a changing environment. It is difficult, however, to think of.

Risk-return tradeoff The basic concept that higher expected returns accompany greater risk, and vice versa. Risk-Return Trade-Off The concept that every rational investor, at a given level of risk, will accept only the largest expected return.

That is, given two investments at the exact same level of risk, all other things being equal, every rational. more light on the risk-return trade-off in human capital investment as estimated from a rich dataset on individual incomes and education.

Relatively little is known about the properties of human capital returns despite the vast amount of evidence showing the importance of human. However, remember that NEV does not show risk vs. return trade-offs nor, more importantly, the profitability profile in current or alternate rate environments.

Earnings matter so decision-makers and examiners need to take it a step further. When evaluating the risk/return trade-offs of different decisions, it is critical that credit. Barefoot pilgrim is a slang term for an unsophisticated investor who loses all of his or her wealth by trading equities in the stock market.

A barefoot pilgrim is someone who has taken on more. In Nigeria and Venezuela, the attempt to use the long-term price of oil to guide savings has not been very successful due to difficulties in accurately projecting the price of oil. In Ecuador, an. Monday/Bulls – Just the hedges above.

Odds better than 50/50 that China props up the market again over the weekend but whether or not it's enough is now in question (which tilts the odds bearish but not enough to risk betting against the PBOC and their 10% daily pumps). Oil/Traderd – Just spiking out the shorts before letting it sell off.Full text of "[ Philippe Jorion] Value At Risk The New Benchmark (Book Fi)" See other formats.SKU 1.

BALANCING PETROLEUM POLICY TOWARD VALUE, SUSTAINABILITY, Huurdeman Rozhkova. ISBN