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Quantitative Finance · Glosarium

Apa itu Arbitrage window?

Definition 3.8 Markets III: Commodities, Energy and Crypto · Bab 3 — Refined Products and Cracks

An arbitrage window for a product between two regions is open when its price in the destination exceeds its price at the origin by more than the cost of moving it (freight, insurance, losses, duties and financing over the voyage), and closed otherwise.

New York Harbor minus US Gulf Coast conventional gasoline, monthly averages of daily spot prices, July 2006 to August 2026. The spread prices the move from the refining centre to the consuming coast. Data: FRED series DGASNYH and DGASUSGULF (US Energy Information Administration).
Figure 3.3. New York Harbor minus US Gulf Coast conventional gasoline, monthly averages of daily spot prices, July 2006 to August 2026. The spread prices the move from the refining centre to the consuming coast. Data: FRED series DGASNYH and DGASUSGULF (US Energy Information Administration).
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