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  • OIL Hedge Ratio

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    2 views2 pages

    OIL Hedge Ratio

    Uploaded by

    Arpita

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    Month Change in futures (X)

    1 0.021
    2 0.035
    3 -0.046
    4 0.001
    5 0.044
    6 -0.029
    7 -0.026
    8 -0.029
    9 0.048
    10 -0.006
    11 -0.036
    12 -0.011
    13 0.019
    14 -0.027
    15 0.029

    3.13%
    92.84%

    Hedge Ratio
    Change in Jet fuel price (Y)
    0.029
    0.02
    -0.044
    0.008
    0.026
    -0.019
    -0.01
    -0.007
    0.043
    0.011
    -0.036
    -0.018
    0.009
    -0.032
    0.023

    2.63%

    0.78

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