IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11718/13843Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Varma, Jayanth R. | - |
| dc.date.accessioned | 2015-05-30T16:53:06Z | - |
| dc.date.available | 2015-05-30T16:53:06Z | - |
| dc.date.issued | 2013 | - |
| dc.identifier.uri | http://hdl.handle.net/11718/13843 | - |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Indian Institute of Management, Ahmedabad | en_US |
| dc.subject | Natural Gas | en_US |
| dc.subject | Calendar Spread | en_US |
| dc.subject | Hedger Funds | en_US |
| dc.subject | Risk Management | en_US |
| dc.title | MotherRock LP: Natural Gas Calendar Spread | en_US |
| dc.type | Cases and Notes | en_US |
| Appears in Collections: | Cases and Notes | |
Files in This Item:
There are no files associated with this item.
Items in IIMA Institutional Repository are protected by copyright, with all rights reserved, unless otherwise indicated.