Commodity convenience yield and risk premium determination : the case of the US natural gas market
Year of publication: |
2006
|
---|---|
Authors: | Song Zan Chiou Wei ; Zhu, Zhen |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 28.2006, 4, p. 523-534
|
Subject: | Erdgasmarkt | Natural gas market | Risikoprämie | Risk premium | USA | United States |
-
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime
Aiube, Fernando Antônio Lucena, (2017)
-
Arcuri, Maria Cristina, (2023)
-
Anatomy of risk premium in UK natural gas futures
Martínez, Beatriz, (2016)
- More ...
-
Song Zan Chiou Wei, (2008)
-
Song Zan Chiou Wei, (2007)
-
Song Zan Chiou Wei, (2014)
- More ...