Comparison of commodity future pricing approaches with cointegration techniques
Christian Stepanek
| Year of publication: |
2015
|
|---|---|
| Authors: | Stepanek, Christian |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 2.2015, 1, p. 1-31
|
| Subject: | Commodity futures | theory of normal backwardation | theory of storage | risk premium | convenience yield | Rohstoffderivat | Commodity derivative | Theorie | Theory | Risikoprämie | Risk premium | Warenbörse | Commodity exchange | Kointegration | Cointegration | Rohstoffpreis | Commodity price | 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/10010528391