A class of short-term models for the oil industry that accounts for speculative oil storage
Yves Achdou, Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions, Antoine Rostand, José A. Scheinkman
| Year of publication: |
2022
|
|---|---|
| Authors: | Achdou, Yves ; Bertucci, Charles ; Lasry, Jean-Michel ; Lions, Pierre-Louis ; Rostand, Antoine ; Scheinkman, José Alexandre |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 26.2022, 3, p. 631-669
|
| Subject: | Boundary conditions linked to state constraints | Economics of oil industry | Major agent facing a crowd of physical arbitrageurs | Erdölindustrie | Oil industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-022-00481-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013440239