Analysis of the risk premium in the forward market for salmon
Fred Espen Benth, Anne Maria Eikeset, Simon Asher Levin, Wanjuan Ren
| Year of publication: |
2021
|
|---|---|
| Authors: | Benth, Fred Espen ; Eikeset, Anne Maria ; Levin, Simon Asher ; Ren, Wanjuan |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 21.2021, p. 1-19
|
| Subject: | Autoregressive models in continuous time | Futures prices | Salmon futures | Risikoprämie | Risk premium | Theorie | Theory | Süßwasserfische | Freshwater fish | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2019.100122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012807713