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subject:"Commodity derivative"
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Remodeling the Working-Kaldor...
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1
Remodelling the Working-Kaldor curve : the roles of scarcity, time to maturity and time to harvest
Carbonez, Katelijne A. E.
;
Nguyen, Thi Tuong Van
; …
- In:
European review of agricultural economics : ERAE
39
(
2012
)
3
,
pp. 459-487
Persistent link: https://www.econbiz.de/10009656783
Saved in:
2
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
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3
Hedging with two futures contracts : simplicity pays
Carbonez, Katelijne A. E.
;
Nguyen, Thi Tuong Van
; …
- In:
European financial management : the journal of the …
17
(
2011
)
5
,
pp. 806-834
Persistent link: https://www.econbiz.de/10009388244
Saved in:
4
Approximation for convenience yield with mean-reverting commodity price
Zhao, Qiang
;
Gu, Guiding
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 233-242
Persistent link: https://www.econbiz.de/10011438485
Saved in:
5
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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6
Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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7
Commodity spot and futures prices under supply, demand, and financial trading : single input-output model
Nakajima, Katsushi
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012222371
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8
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
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9
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
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10
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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