Analyzing oil futures with a dynamic Nelson-Siegel model
Year of publication: |
February 2016
|
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Authors: | Grønborg, Niels S. ; Lunde, Asger |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 2, p. 153-173
|
Subject: | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory |
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