The asymmetric effects of scarcity and abundance on storable commodity price dynamics and hedge ratios
Katelijne A. E. Carbonez; Van T. T. Nguyen; Piet Sercu
| Year of publication: |
2010
|
|---|---|
| Authors: | Carbonez, Katelijne A. E. ; Nguyen, Thi Tuong Van ; Sercu, Piet |
| Publisher: |
Leuven : Katholieke Univ. Leuven, Faculty of Business and Economics |
| Subject: | Chicago (Ill.) | Rohstoffderivat | Commodity derivative | Erneuerbare Ressourcen | Renewable resources | Rohstoffpreis | Commodity price | Volatilität | Volatility | 1885-2008 |
freely available
| Extent: | Online-Ressource (51 S.) graph. Darst. |
|---|---|
| Series: | AFI. - Leuven, ZDB-ID 2397368-7. - Vol. 1038 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009126850