Hedging jet fuel price risk: The case of U.S. passenger airlines

Airlines hedging with futures would create the most effective hedge by using heating oil futures contracts with a 3-month maturity. We also find that beyond the 3-month veil, increased time to maturity makes heating oil less effective as a cross hedge proxy for jet fuel.

Source: Hedging jet fuel price risk: The case of U.S. passenger airlines

Press
Press

AviationOutlook provides aviation consulting, strategic market analysis, and market research reports on drones, commercial aircraft, aircraft MRO, structural health monitoring and various other aspects of aviation/aerospace industry.

AviationOutlook
Logo
Shopping cart