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~institution:"Université Paris-Dauphine"
~institution:"Agricultural and Applied Economics Association - AAEA"
~person:"Roberts, Matthew C."
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Research Methods/ Statistical Methods
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convenience yield
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implied volatility
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supply of storage
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Roberts, Matthew C.
Aboura, Sofiane
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Chevallier, Julien
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Goodwin, Barry K.
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Zhao, Jieyuan
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Université Paris-Dauphine
Agricultural and Applied Economics Association - AAEA
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2005 Annual meeting, July 24-27, Providence, RI
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Updating the Estimation of the Supply of Storage Model
Zulauf, Carl R.
;
Zhou, Haijiang
;
Roberts, Matthew C.
-
Agricultural and Applied Economics Association - AAEA
-
2005
convenience yield, and a curvilinear relationship between stocks-to-use ratio and
implied
volatility
. …
Persistent link: https://www.econbiz.de/10005327354
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