Principal components analysis for correlated curves and seasonal commodities : the case of the petroleum market
Carlos Tolmasky; Dmitry Hindanov
| Year of publication: |
2002
|
|---|---|
| Authors: | Tolmasky, Carlos ; Hindanov, Dmitry |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 11, p. 1019-1035
|
| Subject: | Rohstoffderivat | Commodity derivative | Zinsstruktur | Yield curve | Ölmarkt | Oil market | Saisonale Schwankungen | Seasonal variations | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001713573