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Year of publication
Subject
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Commodity derivative 2 Commodity exchange 2 Commodity market 2 Commodity markets 2 NE-Metall 2 Non-ferrous metal 2 Rohstoffderivat 2 Rohstoffmarkt 2 Warenbörse 2 Capital income 1 Convenience yield 1 Futures jump 1 Kapitaleinkommen 1 Options 1 Realised volatility 1 Rendite 1 The theory of storage 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Yield 1 convenience yield 1 economic linkages 1 forecasting 1 options 1 the theory of storage 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Chung, Richard 2 Li, Bin 2 Omura, Akihiro 2 Todorova, Neda 2
Published in...
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Applied economics 1 Economic modelling 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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Cover Image
Relative scarcity and convenience yield : evidence from non-ferrous metals
Omura, Akihiro; Chung, Richard; Todorova, Neda; Li, Bin - In: Applied economics 48 (2016) 55/57, pp. 5605-5624
Persistent link: https://www.econbiz.de/10011742083
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