The stochastic seasonal behavior of energy commodity convenience yields
Year of publication: |
2013
|
---|---|
Authors: | Mirantes, Andrés García ; Población, Javier ; Serna, Gregorio |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 40.2013, C, p. 155-166
|
Publisher: |
Elsevier |
Subject: | Stochastic calculus | Commodity prices | Convenience yield | Seasonality | Kalman filter |
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