Portfolio speculation and commodity price volatility in a stochastic storage model
Year of publication: |
2014
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Authors: | Vercammen, James Alfred ; Doroudian, Ali |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 96.2014, 2, p. 517-532
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Subject: | commodity price | diversification | futures market | speculation | volatility | Volatilität | Volatility | Spekulation | Speculation | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Preis | Price | Rohstoffmarkt | Commodity market | Rationale Erwartung | Rational expectations | Lagerhaltungsmodell | Inventory model |
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