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http://hdl.handle.net/11718/13843| Title: | MotherRock LP: Natural Gas Calendar Spread |
| Authors: | Varma, Jayanth R. |
| Keywords: | Natural Gas;Calendar Spread;Hedger Funds;Risk Management |
| Issue Date: | 2013 |
| Publisher: | Indian Institute of Management, Ahmedabad |
| Abstract: | The case deals with risk management issues related to a large calendar spread position in a highly seasonal and volatile commodity (natural gas). Apart from fundamental factors affecting the supply and demand for natural gas, the spread is also exposed to transient price movements in the futures market itself. The case is designed to be used in courses on derivatives, alternative investments and hedge funds. |
| URI: | http://hdl.handle.net/11718/13843 |
| Appears in Collections: | Cases and Notes |
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