By Stephen Satchell (eds.)
This e-book is a suite of papers celebrating twenty years of the magazine of Derivatives and Hedge money (JDHF).
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2) for all possible pairs of (x, y) series in the group. The reported F-statistics are the Wald statistics for the joint Equation (3). b 1 = b 2 = · · · = bi = 0 (3) for each equation. The null hypothesis is that x does not Granger-cause y in the first regression and that y does not Granger-cause x in the second regression. The pairwise Granger causality test requires all variables to be stationary, or time independent and mean reverting. We run the Augmented Dickey-Fuller test Equation (4) to determine whether all of our variables are stationary.
Short put option strategy Traders speculating that the price of crude oil would not fall as much (below the strike price) within the specific time frame can sell the put option – a short put position. Their profit is limited to the premiums received, whereas their loss potential is very large. Directional option spreads strategies Options traders have many different strategies to speculate on direction on crude oil prices by combining long and short positions across different strike prices, different expirations (bull spreads, bear spreads, strangles, straddles, calendar spreads and so on).
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