Tag: forward contracts

Taming the oil price

Written by
Belleh Fontem has devised a mixed-integer, non-linear programme that considers multiple inputs into the volatile world of oil prices and commodity stock trading, and the complexities of the risk facing brokers and their clients in terms of oil prices.

For the foreseeable future, the world will need oil, but its price volatility makes buying and selling it a challenge for producers and the myriad manufacturers who need it. For brokers who sit in the middle of such transactions, finding the optimal price and the number of clients to spread their risk is one of their biggest challenges. Belleh Fontem, […]

Read More… from Taming the oil price