Realistic Natural Gas Storage Models Trading Strategies
Rolling Intrinsic vs. Basket of Spreads
A key ingredient to the valuation and risk management of natural gas storage assets is the definition of the trading strategy that is executed by storage operators and monitored by risk managers. Read this white paper to learn some of the inherent pros and cons of the two most popular storage trading strategies: the rolling intrinsic and the basket of spreads.
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What’s Covered In “Realistic Natural Gas Storage Models”
Intrinsic and rolling intrinsic strategies
Basket of spread options
How to differentiate the strategies
Discover why spreadsheets might be harming your commodity management. Download the white paper today!
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