Cointegrated Commodity Pricing Model
Year of publication: |
2016
|
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Authors: | Nakajima, Katsushi |
Other Persons: | Ohashi, Kazuhiko (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1437490 [DOI] |
Classification: | C32 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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