I have some ideas about Asian options that I would like to test with historical market data. I am therefore looking for some fairly liquid Asian options markets, preferably ones with publicly available price data. Question: Does anyone know any examples of such markets and sources of corresponding price data?
Background: I have no prior experience with Asian options, so I looked up some 10-15 textbooks (with the 3 "mildly successful" hits listed below) and a few papers but did not get very far. I hope someone here will have a suggestion or two.
Fabozzi et al. (eds) "The Handbook of Commodity Investing" (2008) pp. 590-591 (p. 604-605) says Asian options are available and popular for oil.
Geman "Agricultural Finance" (2015) pp. 95-100 says Asian options are particularly appropriate for commodity markets and, unsurprisingly, represent a large fraction of the options traded in these markets.
Geman "Risk Management in Commodity Markets" (2009) pp. 159 gives an example of Asian options at IMAREX (a freight market).
I also found that London Metal Exchanged offers Asian options.