Serving the Quantitative Finance Community

Search found 1 match

by StoppedOut
April 24th, 2003, 6:07 pm
Forum: General Forum
Topic: Energy Markets HELP!
Replies: 16
Views: 192126

Energy Markets HELP!

<t>SamUK gas options are usually traded based on the the forward product for the whole month, are you comparing day ahead or within day spot prices with options that cover gas for the whole month? Day Ahead will be very volatilile as supply and demand varies, the month less so, eg day ahead in may m...