Verfügbarkeit: Subordinated Levy Processes and Applications to Crude Oil Options

Subordinated Levy Processes and Applications to Crude Oil Options:

One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects of cr...

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1. Verfasser:	Krichene, Noureddine (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2005
Schriftenreihe:	IMF Working Papers Working Paper No. 05/174
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects of crude oil and proposes Levy processes for modeling uncertainty and options pricing. Calibration to crude oil futures'' options shows high volatility of oil futures prices, fat-tailed, and right-skewed market expectations, implying a higher probability mass on crude oil prices remaining above the futures'' level. These findings support the view that demand for futures contracts by investors could lead to excessively high price volatility
Beschreibung:	1 Online-Ressource (26 p)
ISBN:	1451861931 9781451861938

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spelling	Krichene, Noureddine Verfasser aut Subordinated Levy Processes and Applications to Crude Oil Options Krichene, Noureddine Washington, D.C International Monetary Fund 2005 1 Online-Ressource (26 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 05/174 One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects of crude oil and proposes Levy processes for modeling uncertainty and options pricing. Calibration to crude oil futures'' options shows high volatility of oil futures prices, fat-tailed, and right-skewed market expectations, implying a higher probability mass on crude oil prices remaining above the futures'' level. These findings support the view that demand for futures contracts by investors could lead to excessively high price volatility Online-Ausg http://elibrary.imf.org/view/IMF001/06552-9781451861938/06552-9781451861938/06552-9781451861938.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Krichene, Noureddine Subordinated Levy Processes and Applications to Crude Oil Options
title	Subordinated Levy Processes and Applications to Crude Oil Options
title_auth	Subordinated Levy Processes and Applications to Crude Oil Options
title_exact_search	Subordinated Levy Processes and Applications to Crude Oil Options
title_exact_search_txtP	Subordinated Levy Processes and Applications to Crude Oil Options
title_full	Subordinated Levy Processes and Applications to Crude Oil Options Krichene, Noureddine
title_fullStr	Subordinated Levy Processes and Applications to Crude Oil Options Krichene, Noureddine
title_full_unstemmed	Subordinated Levy Processes and Applications to Crude Oil Options Krichene, Noureddine
title_short	Subordinated Levy Processes and Applications to Crude Oil Options
title_sort	subordinated levy processes and applications to crude oil options
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