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Hari Krishnan on Commodity Tail Hedging, Weather Volatility, And “Disaster” VIX Trades

Forward Guidance

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Discoveries in Commodity Tail Hedging and the Importance of Seasonality and Contracts

Exploring the lessons learned from their deep dive into commodity tail hedging, including overcoming challenges with seasonality, understanding the importance of specific contracts, and the variability in futures term structure.

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