Relative Basis and Risk Premia in Commodity Futures Markets
Year of publication: |
2020
|
---|---|
Authors: | Gu, Ming |
Other Persons: | Kang, Wenjin (contributor) ; Lou, Dong (contributor) ; Tang, Ke (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Warenbörse | Commodity exchange | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (65 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 15, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3404561 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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