Jumps in commodity markets
Year of publication: |
2017
|
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Authors: | Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Wese Simen, Chardin |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Commodities | Jump Risk | Tail Risk | Hedge |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1005488878 [GVK] hdl:10419/172869 [Handle] RePEc:han:dpaper:dp-615 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; q02 |
Source: |
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Nguyen, Duc Binh Benno, (2017)
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Nguyen, Duc Binh Benno, (2017)
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Nguyen, Duc Binh Benno, (2017)
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