Portfolio speculation and commodity price volatility in a stochastic storage model
James Vercammen and Ali Doroudian
| Year of publication: |
2014
|
|---|---|
| Authors: | Vercammen, James Alfred ; Doroudian, Ali |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 96.2014, 2, p. 517-532
|
| Subject: | commodity price | diversification | futures market | speculation | volatility | Volatilität | Volatility | Spekulation | Speculation | Rohstoffpreis | Commodity price | Theorie | Theory | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Portfolio-Management | Portfolio selection | Rohstoffmarkt | Commodity market | Derivat | Derivative | Welt | World | Hedging |
| 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/10010411908