Futures Trading and the Excess Comovement of Commodity Prices
Year of publication: |
2013-01
|
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Authors: | Pen, Yannick Le ; Sévi, Benoît |
Subject: | commodity excess comovement hypothesis | factors model | heteroscedasticity-corrected correlation | commodity index | futures trading |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1301 50 pages |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; G15 - International Financial Markets ; E17 - Forecasting and Simulation |
Source: |
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Futures trading and the excess comovement of commodity prices
Le Pen, Yannick, (2013)
-
Futures trading and the excess comovement of commodity prices
Sévi, Benoît, (2013)
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Futures Trading and the Excess Comovement of Commodity Prices
Pen, Yannick Le, (2013)
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Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
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Options introduction and volatility in the EU ETS
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Options Introduction and Volatility in the EU ETS
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