Comparison of commodity future pricing approaches with cointegration techniques
Year of publication: |
2015
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Authors: | Stepanek, Christian |
Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 2.2015, 1, p. 1-31
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Subject: | Commodity futures | theory of normal backwardation | theory of storage | risk premium | convenience yield | Theorie | Theory | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | Warenbörse | Commodity exchange | Kointegration | Cointegration | Rohstoffpreis | Commodity price | Derivat | Derivative | Prognoseverfahren | Forecasting model |
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