An equilibrium model for spot and forward prices of commodities
Michail Anthropelos, Michael Kupper, Antonis Papapantoleon
| Year of publication: |
February 2018
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|---|---|
| Authors: | Anthropelos, Michail ; Kupper, Michael ; Papapantoleon, Antonis |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 43.2018, 1, p. 152-180
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| Subject: | commodities | equilibrium | spot and forward prices | forward premium | stock and commodity market correlation | Theorie | Theory | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Spotmarkt | Spot market | Derivat | Derivative | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2017.0850 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818675