Convenience yield, mean reverting prices, and long memory in the petroleum market
A. Mazaheri
| Year of publication: |
1999
|
|---|---|
| Authors: | Mazaheri, A. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 1, p. 31-50
|
| Subject: | Ölmarkt | Oil market | Erdöl | Petroleum | Mineralölprodukt | Petroleum product | Effizienzmarkthypothese | Efficient market hypothesis | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Welt | World |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001363837