Commodity futures price volatility, convenience yield and economic fundamentals
Gabriel J. Power and John R. C. Robinson
| Year of publication: |
2013
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|---|---|
| Authors: | Power, Gabriel J. ; Robinson, John R. C. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 10/12, p. 1089-1095
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| Subject: | volatility | futures markets | theory of storage | convenience yield | macroeconomic fundamentals | commitment of traders | index traders | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Warenbörse | Commodity exchange | Theorie | Theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010197057