Oil market financialisation and Russian Government budget hedging

Market financialisation radically changes the process of oil pricing and results in increase of price volatility. Normal contango situation in financial markets is favorable for government risk hedging. Optimal hedging strategy depends on derivatives’ market conditions, but the recommended contract...

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Autores principales:	V. V. Bushuev, I. V. Bushuev, D. P. Zamyatina
Formato:	article
Lenguaje:	RU
Publicado:	Real Economics Publishing House 2018
Materias:	oil market financialisation risk hedging government hedging normal contango Risk in industry. Risk management HD61
Acceso en línea:	https://doaj.org/article/c5b7d68160124cbeade7d51f0dfe8c21
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spelling	oai:doaj.org-article:c5b7d68160124cbeade7d51f0dfe8c212021-11-19T10:41:59ZOil market financialisation and Russian Government budget hedging2618-947X2618-998410.17747/2078-8886-2017-6-10-14https://doaj.org/article/c5b7d68160124cbeade7d51f0dfe8c212018-02-01T00:00:00Zhttps://www.jsdrm.ru/jour/article/view/728https://doaj.org/toc/2618-947Xhttps://doaj.org/toc/2618-9984Market financialisation radically changes the process of oil pricing and results in increase of price volatility. Normal contango situation in financial markets is favorable for government risk hedging. Optimal hedging strategy depends on derivatives’ market conditions, but the recommended contract is put/spread option. Budget hedging may be beneficial for Government as it permits to include oil price in the process of budget planning more accurately.V. V. BushuevI. V. BushuevD. P. ZamyatinaReal Economics Publishing House articleoil market financialisationrisk hedginggovernment hedgingnormal contangoRisk in industry. Risk managementHD61RU Strategičeskie Rešeniâ i Risk-Menedžment, Vol 0, Iss 6, Pp 10-14 (2018)
institution	DOAJ
collection	DOAJ
language	RU
topic	oil market financialisation risk hedging government hedging normal contango Risk in industry. Risk management HD61
spellingShingle	oil market financialisation risk hedging government hedging normal contango Risk in industry. Risk management HD61 V. V. Bushuev I. V. Bushuev D. P. Zamyatina Oil market financialisation and Russian Government budget hedging
description	Market financialisation radically changes the process of oil pricing and results in increase of price volatility. Normal contango situation in financial markets is favorable for government risk hedging. Optimal hedging strategy depends on derivatives’ market conditions, but the recommended contract is put/spread option. Budget hedging may be beneficial for Government as it permits to include oil price in the process of budget planning more accurately.
format	article
author	V. V. Bushuev I. V. Bushuev D. P. Zamyatina
author_facet	V. V. Bushuev I. V. Bushuev D. P. Zamyatina
author_sort	V. V. Bushuev
title	Oil market financialisation and Russian Government budget hedging
title_short	Oil market financialisation and Russian Government budget hedging
title_full	Oil market financialisation and Russian Government budget hedging
title_fullStr	Oil market financialisation and Russian Government budget hedging
title_full_unstemmed	Oil market financialisation and Russian Government budget hedging
title_sort	oil market financialisation and russian government budget hedging
publisher	Real Economics Publishing House
publishDate	2018
url	https://doaj.org/article/c5b7d68160124cbeade7d51f0dfe8c21
work_keys_str_mv	AT vvbushuev oilmarketfinancialisationandrussiangovernmentbudgethedging AT ivbushuev oilmarketfinancialisationandrussiangovernmentbudgethedging AT dpzamyatina oilmarketfinancialisationandrussiangovernmentbudgethedging
_version_	1718420218290634752

Oil market financialisation and Russian Government budget hedging

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