Arab Light against WTI and Brent

Crude Oil Insights – Hedging oil exposure, tests of hedge effectiveness and correlations of crude oil blends across time

May 15, 2010 Administrator Crude Oil, Crude Opinions, 0

Trailing correlation across crude oil blends from 1995 – 2010. Great data, lovely graphs but terrible news for hedge effectiveness test as per accounting standards.

Arab Light against WTI and Brent, Crude Oil, crude oil volatilities, hedge effectiveness tests, hedging crude oil exposure, Murban, Upper Zakum