The forward premium anomaly in the energy futures markets : a time-varying approach
Lanouar Charfeddine, Karim Ben Khediri, Zouhair Mrabet
| Year of publication: |
2019
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|---|---|
| Authors: | Charfeddine, Lanouar ; Ben Khediri, Karim ; Mrabet, Zouhair |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 47.2019, p. 600-615
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| Subject: | Forward premium | Energy markets | Forward discount | Rolling approach | State space model | Währungsderivat | Currency derivative | Energiemarkt | Energy market | Risikoprämie | Risk premium | Theorie | Theory | Zustandsraummodell | Wechselkurs | Exchange rate | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Derivat | Derivative | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2018.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135806