The Asymmetric Effects of Scarcity and Abundance on Storable Commodity Price Dynamics and Hedge Ratios
Year of publication: |
2010
|
---|---|
Authors: | Carbonez, Katelijne A. E. |
Other Persons: | Nguyen, Van Thi Tuong (contributor) ; Sercu, Piet (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Erneuerbare Ressourcen | Renewable resources |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 23, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1588073 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Carbonez, Katelijne A. E., (2010)
-
Causality between market liquidity and depth for energy and grains
Sari, Ramazan, (2012)
-
Causality between market liquidity and depth for energy and grains
Sari, Ramazan, (2011)
- More ...
-
Hedging with two futures contracts : simplicity pays
Carbonez, Katelijne A. E., (2011)
-
Hedging with Two Futures Contracts : Simplicity Pays
Nguyen, Van Thi Tuong, (2010)
-
Remodeling the Working-Kaldor Curve : The Roles of Scarcity, Time to Maturity and Time to Harvest
Nguyen, Van Thi Tuong, (2010)
- More ...