Merchant commodity storage and term-structure model error
Year of publication: |
2015
|
---|---|
Authors: | Secomandi, Nicola ; Lai, Guoming ; Margot, François ; Scheller-Wolf, Alan ; Seppi, Duane J. |
Published in: |
Manufacturing & service operations management : M & SOM. - Catonsville, MD : INFORMS, ISSN 1523-4614, ZDB-ID 2021015-2. - Vol. 17.2015, 3, p. 302-320
|
Subject: | model error | commodity and energy real options | natural gas storage | futures term structures | delta hedging and mean-variance hedging | Hedging | Rohstoffderivat | Commodity derivative | Erdgas | Natural gas | Rohstoffmarkt | Commodity market | Zinsstruktur | Yield curve | Warenbörse | Commodity exchange | Lager | Storage facility | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis |
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