Hedging and investment trade-offs in the U.S. oil industry

A-Tier
Journal: Energy Economics
Year: 2022
Volume: 106
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using more than a decade of firm-level data on U.S. crude oil producers’ hedging portfolios, we document for the first time a strong positive link between a firms’ net worth and hedging. When subject to collateral constraints, firms face a trade-off between hedging and investment financing as both activities absorb collateral. Pledgeable collateral also impinges the extensive margin of risk management and we find a more limited use of linear derivative contracts when firms’ net worth increases.

Technical Details

RePEc Handle
repec:eee:eneeco:v:106:y:2022:i:c:s0140988321005843
Journal Field
Energy
Author Count
2
Added to Database
2026-01-25