On the lease rate, convenience yield and speculative effects in the gold futures market
Year of publication: |
2014
|
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Authors: | Barone-Adesi, Giovanni ; Geman, Hélyette ; Theal, John |
Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 1.2014, 3, p. 282-307
|
Subject: | gold futures | speculative pressure | convenience yield | gold leasing | Gold | Warenbörse | Commodity exchange | Spekulation | Speculation | Leasing | Rohstoffderivat | Commodity derivative | Welt | World | Goldstandard | Gold standard | Goldbergbau | Gold mining |
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