Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices
Year of publication: |
May 2018
|
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Authors: | Yan, Lei ; Irwin, Scott H. ; Sanders, Dwight R. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 72.2018, p. 486-504
|
Subject: | Commodity futures | Crude oil | Index investment | Mapping algorithm | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölpreis | Oil price | Rohstoffpreis | Commodity price | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Algorithmus | Algorithm | Volatilität | Volatility |
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