MotherRock LP: Natural Gas Calendar Spread
Publication date: 24 July 2013
Abstract
The case deals with risk management issues related to a large calendar spread position in a highly seasonal and volatile commodity (natural gas). Apart from fundamental factors affecting the supply and demand for natural gas, the spread is also exposed to transient price movements in the futures market itself. The case is designed to be used in courses on derivatives, alternative investments and hedge funds.
Keywords
Acknowledgements
Prepared by Professor Jayanth R. Verma, Indian Institute of Management, Ahmedabad.
Citation
Verma, J.R. (2013), "MotherRock LP: Natural Gas Calendar Spread", . https://doi.org/10.1108/CASE.IIMA.2019.000052
Publisher
:Indian Institute of Management Ahmedabad
Copyright © 2013 by the Indian Institute of Management, Ahmedabad