What is shorting a asset that has negative price. Can anyone give me an example?
Three examples would be spreads, butterflies, and double-butterflies. They can all have negative prices. Reverse the sign of the quantity on all the legs and you're short the synthetic.
For example, the Jan-Feb calendar spread would buy 1 Jan and sell 1 Feb contract. If you wanted to be short the spread, you would sell 1 Jan and buy 1 Feb contract.