Convenience yield risk
Marcel Prokopczuk, Lazaros Symeonidis, Chardin Wese Simen, Robert Wichmann
| Year of publication: |
2023
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|---|---|
| Authors: | Prokopczuk, Marcel ; Symeonidis, Lazaros ; Wese Simen, Chardin ; Wichmann, Robert |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-10
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| Subject: | Commodity risk factors | Convenience yield | Futures curve | Return predictability | Kapitaleinkommen | Capital income | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Derivat | Derivative | Risikoprämie | Risk premium | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106536 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283248