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Book Cover
Author Varma, Jayanth, author

Title MotherRock LP : natural gas calendar spread / Jayanth Varma
Published London : SAGE Publications Ltd, 2017
Online access available from:
Sage Business Cases    View Resource Record  


Description 1 online resource : illustrations
Series SAGE Knowledge. Cases
SAGE Knowledge. Cases
Summary The case deals with risk management issues related to a large calendar spread position in a highly seasonal and volatile commodity (natural gas). Apart from fundamental factors affecting the supply and demand for natural gas, the spread is also exposed to transient price movements in the futures market itself. The case is designed to be used in courses on derivatives, alternative investments and hedge funds
Notes Originally published: Varma, J. (2013). MotherRock LP Natural gas calendar spread. F&A05010. Ahmedabad: Indian Institute of Management, Ahmedabad
Description based on XML content
Subject MotherRock LP
Natural gas -- Purchasing -- Case studies.
Gas industry -- Privatization -- Case studies.
Gas industry -- Risk management -- Case studies.
Genre/Form Case studies.
Form Electronic book
ISBN 9781473991071 (ebook)