New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets
Cole Goetz, Dragan Miljkovic, Nikita Barabanov
| Year of publication: |
2021
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|---|---|
| Authors: | Goetz, Cole ; Miljkovic, Dragan ; Barabanov, Nikita |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 100.2021, p. 1-21
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| Subject: | Directed acyclic graphs | Futures prices | Spot price stabilization and volatility | US oil and corn markets | Variance decomposition | Volatilität | Volatility | USA | United States | Rationale Erwartung | Rational expectations | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Theorie | Theory | Preis | Price | Ölpreis | Oil price | Spotmarkt | Spot market | Rohstoffpreis | Commodity price | Derivat | Derivative | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105375 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012990234