Questions tagged [commodity]

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56 views

USD and Gold price correlation

Gold Prices and U.S. Dollar Correlation - 10 Year Chart shows the similar trend for USD and Gold price for the last 5 years. Are there known explanations for the correlation?
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0answers
34 views

comparing volatilities of 2 different commodities when no delta is provided

If I wanted to compare the relative volatilities of options on 2 different commodities, but the deltas are not provided, is it sufficient to compare by the % each commodities strike is in or out of ...
10
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2answers
470 views

Oil price model calibration with Kalman Filter and MLE in python

I am trying to calibrate a one-factor mean-reverting process in python 3. The process is defined as: \begin{equation} dX = k(\alpha - X)dt + \sigma dW , \end{equation} where $\alpha = \mu - \frac{\...
2
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2answers
185 views

Crude Oil futures contract delivery

Today was a historical moment with prices for Crude Oil futures contract failing below 0. My question is, if you are a contract holder - can you just refuse the delivery, given that the contracts are ...
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1answer
324 views

What happens to farmers' futures contracts if a natural disaster destroys their crops?

Suppose I am a farmer who entered into a futures contract to deliver crops in 6 months. Suppose that a natural disaster destroyed all my crops just before the delivery date. As a result, it will be ...