Josh Gray
Josh Gray is a senior derivatives specialist at Financial Engineering Associates.
Articles by this Author
Realistic Natural Gas Storage Models II: Trading Strategies
- By Josh Gray
- Published 09/20/2007
- Trading strategies
- Unrated
Keywords: hedging, trading strategy
Published in: Commodities Now
Publication year: 2004
Co-Author 1: Pankaj Khandelwal
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. This trading strategy, which details the hedging style, allows for the extraction of value from the storage facility.
Published in: Commodities Now
Publication year: 2004
Co-Author 1: Pankaj Khandelwal
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. This trading strategy, which details the hedging style, allows for the extraction of value from the storage facility.