Soybean Inventory and Forward Curve Dynamics
Year of publication: |
2005
|
---|---|
Authors: | Geman, Hélyette ; Nguyen, Vu-Nhat |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 51.2005, 7, p. 1076-1091
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | term structure of soybean forward prices | state variables | scarcity-related volatility |
-
Soybean Inventory and Forward Curve Dynamics
Nguyen, Vu-Nhat, (2005)
-
Nowcasting GDP through the lens of economic states
Boudt, Kris, (2023)
-
Mind the gap!: Stylized dynamic facts and structural models
Canova, Fabio, (2019)
- More ...
-
Soybean Inventory and Forward Curve Dynamics
Nguyen, Vu-Nhat, (2005)
-
Soybean Inventory and Forward Curve Dynamics
Geman, H#x00e9lyette, (2005)
-
Options on realized variance and convex orders
Carr, P., (2010)
- More ...