A dynamic analysis of the distribution of commodity futures and spot prices
Jian Li, Jean-Paul Chavas
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Jian ; Chavas, Jean-Paul |
| Published in: |
American journal of agricultural economics. - Hoboken, NJ : Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 105.2023, 1, p. 122-143
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| Subject: | dynamics | futures price | quantile | spot price | Rohstoffderivat | Commodity derivative | Theorie | Theory | Spotmarkt | Spot market | Warenbörse | Commodity exchange | Derivat | Derivative | Rohstoffpreis | Commodity price | Strompreis | Electricity price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajae.12309 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013478806