Relative scarcity and convenience yield : evidence from non-ferrous metals
Akihiro Omura, Richard Chung, Neda Todorova and Bin Li
| Year of publication: |
Nov-Dec 2016
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| Authors: | Omura, Akihiro ; Chung, Richard ; Todorova, Neda ; Li, Bin |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 55/57, p. 5605-5624
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| Subject: | Commodity markets | options | economic linkages | convenience yield | the theory of storage | forecasting | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Theorie | Theory | Rohstoffmarkt | Commodity market | Rendite | Yield | NE-Metall | Non-ferrous metal |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1181832 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742083