Segmentation in the Crude Oil Futures Term Structure.
Year of publication: |
2005-12
|
---|---|
Authors: | Lautier, Delphine |
Institutions: | Université Paris-Dauphine |
Subject: | Segmentation | Information | Future Prices | Term Structure | Crude Oil |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Finance India (2005-12) v.19, p.1303-1320 |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products |
Source: |
-
Segmentation in the Crude Oil Futures Term Structure
Lautier, Delphine, (2005)
-
The term structure of crude oil futures prices : a principal component analysis
Lautier, Delphine, (2005)
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Term structure of crude oil futures prices : a principal component analysis.
Lautier, Delphine, (2005)
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Statistical properties of derivatives: a journey in term structures.
Raynaud, Franck, (2011)
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The theory of storage and the convenience yield.
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