Duration dependence among agricultural futures with different maturities
Year of publication: |
2020
|
---|---|
Authors: | Volkenand, Steffen ; Filler, Guenther ; Kionka, Marlene ; Odening, Martin |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 2, p. 150-155
|
Subject: | ACD models | Commodity futures | forward curve | price durations | Rohstoffderivat | Commodity derivative | Dauer | Duration | Schätzung | Estimation | Warenbörse | Commodity exchange | Derivat | Derivative |
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