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Quantitative Finance · Glossário

O que é Storage deal?

Definition 22.1 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Capítulo 22 — Storage, Transport and Physical Optionality

A storage deal is a lease of storage capacity (working volume and injection and withdrawal rates, for a period) that the trader monetises by buying the commodity when it is cheap, holding it and selling when it is dear, hedging each planned injection and withdrawal in the forward market.

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