Merchant commodity storage and term-structure model error
Nicola Secomandi; Guoming Lai; François Margot; Alan Scheller-Wolf; Duane J. Seppi
| Year of publication: |
2015
|
|---|---|
| Authors: | Secomandi, Nicola ; Lai, Guoming ; Margot, François ; Scheller-Wolf, Alan ; Seppi, Duane J. |
| Published in: |
Manufacturing & service operations management : M & SOM. - Catonsville, MD : INFORMS, ISSN 1523-4614, ZDB-ID 2021015-2. - Vol. 17.2015, 3, p. 302-320
|
| Subject: | model error | commodity and energy real options | natural gas storage | futures term structures | delta hedging and mean-variance hedging | Hedging | Erdgas | Natural gas | Zinsstruktur | Yield curve | Rohstoffderivat | Commodity derivative | Lager | Storage facility | Optionspreistheorie | Option pricing theory | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Realoptionsansatz | Real options analysis |
| 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://ebvufind01.dmz1.zbw.eu/10011307931