---
title: Optimal Commodity Hedging
url: https://www.ml-quant.com/papers/ssrn/4594616/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4594616
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4594616
featured: 2023-10-12
citations: unknown
topic: Derivatives & Volatility
---


# Optimal Commodity Hedging

The paper presents a new procurement policy for data-driven commodity purchasing, combining operational and financial instruments, and tests the policy on real market data of four major commodities.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4594616
- Identifier: SSRN 4594616
- Released: 2021-12-01
- First featured: Quant Letter No. 20 (2023-10-12): https://www.ml-quant.com/issues/2023-10-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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