Concentrated production and conditional heavy tails in commodity returns
Year of publication: |
January 2016
|
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Authors: | Merener, Nicolas |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 1, p. 46-65
|
Subject: | Rohstoffderivat | Commodity derivative | Kapitalmarktrendite | Capital market returns | Rohstoffpreis | Commodity price | Angebot | Supply | Nachfrage | Demand | Rohstoffwirtschaft | Resources sector | Konzentrationsrate | Concentration ratio | USA | United States | 1995-2012 |
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