Economics at your fingertips  

Risk Management in Energy Sector Using Short Call Ladder Strategy

Monika Harcarikova and Michal Soltes ()

Montenegrin Journal of Economics, 2016, vol. 12, issue 3, 39-54

Abstract: The purpose of the paper is to focus on selected aspects of the hedging using of Short Call Ladder strategy created by barrier options. Given barrier option strategies belong to the appropriate tools widely used for risk management with an effective solution for limiting the loss from underlying asset´s price development.

Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link) (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Montenegrin Journal of Economics is currently edited by Veselin Draskovic

More articles in Montenegrin Journal of Economics from Economic Laboratory for Transition Research (ELIT)
Bibliographic data for series maintained by Nikola Draskovic Jelcic ().

Page updated 2022-08-10
Handle: RePEc:mje:mjejnl:v:12:y:2016:i:3:p:39-54