Basis variation and the role of inventories: Evidence from the crude oil market
| Year of publication: |
2009
|
|---|---|
| Authors: | Fattouh, Bassam |
| Publisher: |
Oxford : The Oxford Institute for Energy Studies |
| Subject: | Convenience yield | Basis | Futures prices | Markov Regime Switching | Oil |
| Series: | OIES Paper: WPM ; 38 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| ISBN: | 978-1-901795-84-4 |
| Other identifiers: | 685614654 [GVK] hdl:10419/246506 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10012663514