Limits to arbitrage and hedging : evidence from commodity markets
Viral V. Acharya; Lars A. Lochstoer; Tarun Ramadorai
| Year of publication: |
2013
|
|---|---|
| Authors: | Acharya, Viral V. ; Lochstoer, Lars A. ; Ramadorai, Tarun |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 109.2013, 2, p. 441-465
|
| Subject: | Commodity markets | Futures pricing | Hedging | Limits to arbitrage | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Arbitrage | Arbitrage Pricing | Arbitrage pricing | Welt | World | Rohstoffmarkt | Commodity market | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Erdgasmarkt | Natural gas market |
| 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/10009784180