Modelling the term structure of futures commodity prices : an empirical analysis in the copper market
Year of publication: |
2000
|
---|---|
Authors: | Scotti, Chiara |
Published in: |
Rivista di politica economica. - Roma : Confindustria, ISSN 0035-6468, ZDB-ID 4642-5. - Vol. 89.1999, 12, p. 67-102
|
Subject: | Rohstoffderivat | Commodity derivative | Preis | Price | Zinsstruktur | Yield curve | Kupfermarkt | Copper market | Stochastischer Prozess | Stochastic process | Theorie | Theory | Welt | World |
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