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Quantitative Finance · Glosario

¿Qué es Floating storage?

Definition 10.6 Markets III: Commodities, Energy and Crypto · Capítulo 10 — Forward Curves, Storage and Convenience Yield

Floating storage is oil (or another liquid) held in tankers at anchor as inventory rather than shipped, which pays when the contango over the months of the charter exceeds the charter cost plus financing.

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