Risk premia in commodity price forecasts and their impact on valuation
Warren J. Hahn, James A. DiLellio, James S. Dyer
| Year of publication: |
May 2018
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|---|---|
| Authors: | Hahn, Warren J. ; DiLellio, James A. ; Dyer, James S. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 72.2018, p. 393-403
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| Subject: | Natural gas prices | Stochastic process | Kalman filter | Risk premia | Valuation | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Stochastischer Prozess | Rohstoffpreis | Commodity price | Preis | Price | Zustandsraummodell | State space model | Gaspreis | Gas price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.04.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972345