Futures basis, inventory and commodity price volatility : an empirical analysis
Lazaros Symeonidis; Marcel Prokopczuk; Chris Brooks; Emese Lazar
| Year of publication: |
2012
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|---|---|
| Authors: | Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris ; Lazar, Emese |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2651-2663
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| Subject: | Forward curves | Inventory | Commodity price volatility | Theory of storage | Convenience yield | Rohstoffpreis | Commodity price | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Lagerzyklus | Inventory cycle | Lagermanagement | Warehouse management | Lagerhaltungsmodell | Inventory model | Schätzung | Estimation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009673627