The Information in the Term Structure of Commodity Futures
Year of publication: |
2012
|
---|---|
Authors: | Chaves, Denis B. |
Other Persons: | Kalesnik, Vitali (contributor) ; Little, Bryce (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 14, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1982200 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime, (2005)
-
Nakajima, Katsushi, (2007)
-
Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael, (2005)
- More ...
-
A survey of alternative equity index strategies
Chow, Tzee-man, (2011)
-
A Survey of Alternative Equity Index Strategies
Chow, Tzee-man, (2011)
-
A Survey of Alternative Equity Index Strategies
Hsu, Jason C., (2016)
- More ...