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  • Hedging effectiveness of hedging instruments
  • Nguyen Dang Ben
    Vietfracht Ho Chi Minh
    GMT 10:15
    8th Jun 2007

    Dear Ms. Lawrence,

    I'm from World Maritime University, I'm now studying the "effectiveness of hedging bunker instruments like Futures, Foward, Option and Swap contracts". To do so, I will use Regression model to investigate the effectiveness. I had data of spot bunker price (weekly base) already. My question is that, now if I want to know effectiveness of the above four hedging instruments applied in Bunker hedging, what kind other data I need to collect?

    Thank you very much in advance and wish you good health!

    Nguyen Dang Ben