Stochastic convenience yield implied from commodity futures and interest rates
Jaime Casassus and Pierre Collin-Dufresne
| Year of publication: |
2005
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|---|---|
| Authors: | Casassus, Jaime ; Collin-Dufresne, Pierre |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 60.2005, 5, p. 2283-2332
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| Subject: | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Börsenkurs | Share price | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Gold | Silber | Silver | Kupfer | Copper | Erdöl | Petroleum | Theorie | Theory | USA | United States | 1990-2003 |
| 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://ebvufind01.dmz1.zbw.eu/10003159354