Futures basis, inventory and commodity price volatility : an empirical analysis
Year of publication: |
2012
|
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Authors: | Symeonidis, Lazaros ; Prokopczuk, Marcel ; Brooks, Chris ; Lazar, Emese |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2651-2663
|
Subject: | Forward curves | Inventory | Commodity price volatility | Theory of storage | Convenience yield | Volatilität | Volatility | Rohstoffpreis | Commodity price | Lagermanagement | Warehouse management | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Lagerhaltungsmodell | Inventory model | Lagerzyklus | Inventory cycle | Derivat | Derivative | Preis | Price |
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