Wu, Yuxi (2023) The Failure of Hedging Practice in Terms of Model Design: A Case Study of MGRM. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
Metallgesellschaft Refining and Marketing (MGRM) reported enormous losses on its positions in energy futures and swaps. The failure of the hiding practice leads to a case study of MGRM in order to figure out the attribution behind the hedging model that incurs such loss. The case study is based on s
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:48 |
| URI: | http://eprints.eai.eu/id/eprint/41974 |
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