A forward dynamic optimization strategy under contango storage arbitrage with frictions
Behzad Ghafouri and Matt Davison
| Year of publication: |
2017
|
|---|---|
| Authors: | Ghafouri, Behzad ; Davison, Matt |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 10.2017, 3, p. 59-85
|
| Subject: | oil storage | contango arbitrage | forward curve model | tanker rentals | real options | Arbitrage | Realoptionsansatz | Real options analysis | Lager | Storage facility | Lagermanagement | Warehouse management | Optionspreistheorie | Option pricing theory | Lagerhaltungsmodell | Inventory model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2017.166 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011999461