Macroeconomic factors in oil futures markets
Year of publication: |
2019
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Authors: | Heath, Davidson |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 9, p. 4407-4421
|
Subject: | commodities | futures | unspanned factors | affine models | real activity | real options | Rohstoffderivat | Commodity derivative | Realoptionsansatz | Real options analysis | Warenbörse | Commodity exchange | Ölpreis | Oil price | Welt | World | Schätzung | Estimation | Volatilität | Volatility | Zinsstruktur | Yield curve |
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