Causes of market anomalies of crude oil calendar spreads : does theory of storage address the issue?
Year of publication: |
2013
|
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Authors: | Perchanok, Kirill ; Kakabadse, Nada |
Published in: |
Problems and perspectives in management : PPM ; international research journal. - Sumy : Business Perspectives, ISSN 1727-7051, ZDB-ID 2464229-0. - Vol. 11.2013, 2, p. 35-47
|
Subject: | futures pricing | cost of carry model | theory of storage | contango | backwardation | crude oil calendar spreads | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölpreis | Oil price | Kalendereffekt | Calendar effect | Lager | Storage facility | Ölmarkt | Oil market | Warenbörse | Commodity exchange |
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