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  • Search: subject:"theory of normal backwardation"
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Year of publication
Subject
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Commodity derivative 2 Commodity exchange 2 Derivat 2 Derivative 2 Risikoprämie 2 Risk premium 2 Rohstoffderivat 2 Theorie 2 Theory 2 Warenbörse 2 risk premium 2 theory of normal backwardation 2 theory of storage 2 Cointegration 1 Commodity futures 1 Commodity price 1 Crude oil futures 1 Erdöl 1 Estimation 1 Futures Term structure 1 Hedging 1 Hedging pressure 1 Kointegration 1 Oil market 1 Oil price 1 Petroleum 1 Rohstoffpreis 1 Schätzung 1 Theory of normal backwardation 1 Theory of storage 1 Yield curve 1 Zinsstruktur 1 commodity futures 1 convenience yield 1 trader positions 1 Ölmarkt 1 Ölpreis 1
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Undetermined 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Ames, Matthew 1 Bagnarosa, Guillaume 1 Matsui, Tomoko 1 Peters, Gareth 1 Rouwenhorst, K. Geert 1 Shevchenko, Pavel V. 1 Stepanek, Christian 1 Tang, Ke 1
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Published in...
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Annual Review of Financial Economics 1 Energy economics 1 Journal of financial engineering 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Which risk factors drive oil futures price curves?
Ames, Matthew; Bagnarosa, Guillaume; Matsui, Tomoko; … - In: Energy economics 87 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
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Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian - In: Journal of financial engineering 2 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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Commodity Investing
Rouwenhorst, K. Geert; Tang, Ke - In: Annual Review of Financial Economics 4 (2012) 1, pp. 447-467
papers in the literature using recent data and find that the empirical support for the theory of normal backwardation as an …
Persistent link: https://www.econbiz.de/10010603966
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