Basis variation and the role of inventories : evidence from the crude oil market
Bassam Fattouh
| Year of publication: |
2009
|
|---|---|
| Authors: | Fattouh, Bassam |
| Publisher: |
Oxford : Oxford Institute for Energy Studies |
| Subject: | Convenience yield | Basis | Futures prices | Markov Regime Switching | Oil | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Markov-Kette | Markov chain | Schätzung | Estimation | Erdöl | Petroleum | Ölpreis | Oil price | Volatilität | Volatility |
freely available
| Extent: | Online-Ressource (PDF-Datei: 20 S.) graph. Darst. |
|---|---|
| Series: | Working papers / Oxford Institute for Energy Studies. - Oxford, ZDB-ID 2640132-0. - Vol. 38 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 978-1-901795-84-4 |
| Other identifiers: | hdl:10419/246506 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009491028