Price volatility of storable commodities under rational expectations in spot and futures markets
Masahiro Kawai
| Year of publication: |
1981 ; Rev
|
|---|---|
| Authors: | Kawai, Masahiro |
| Publisher: |
[Baltimore/Md.] |
| Subject: | Warenbörse | Börsentermingeschäft | Preis | Rationale Erwartung | Rational expectations | Volatilität | Volatility | Commodity exchange | Theorie | Theory | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Hedging | Spotmarkt | Spot market | Rohstoffmarkt | Commodity market |
| Extent: | 44 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Bibliogr. S. 43-44 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002203641