Commodity futures price volatility, convenience yield and economic fundamentals
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 |
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