I understand that most airline companies buy jet fuel using hedging instruments such as futures and options. I have been searching on the internet data sets of having both jet fuel and option prices. Can someone give me a link or a research paper which has these data values?
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$\begingroup$ This may be of relevance: kellogg.northwestern.edu/research/fimrc/papers/jet_fuel.pdf $\endgroup$– anonymousCommented Nov 28, 2016 at 16:00
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Airnav.com lists current fuel prices at most airports (that they can get data for). Keep in mind that airlines may (and most likely do) get a bulk discount based on the volumes they buy in.You may want to take a look at this, and keep in mind they may also trade on kerosene futures as that is what jet fuel is made from.
