Upstream Oil Financial Derivative Hedging Model

This model calculates financial oil derivative positions for Put Options, Put Spreads and Cost Collars (2-way, 3-way & 4-way) for up to one calendar year. Inputs, references and links are as clear and direct as possible. There are up to five instrument input sections available for use.

Upstream Oil Financial Derivative Hedging Model
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Oil companies may decide to financially hedge some of their production during volatile oil price environments. This hedging may come in the form of financial derivatives (Put Options, Put Spreads & Cost Collars (2-way, 3-way and 4-way). 

This model provides the ability to calculate the net positions for up to five financial derivatives for one calendar year. Inputs include the financial derivative parameters as well as the ability to select the price deck used for the period. 

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