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subject:"Erdöl"
~person:"Sercu, Piet"
~subject:"Commodity price"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Working Paper"
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Erdöl
Commodity price
Estimation
Volatility
Commodity derivative
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Erneuerbare Ressourcen
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Rohstoffderivat
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Chicago (Ill.)
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Rohstoffpreis
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Verfügbarkeitsrendite
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convenience yield
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1885-2008
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1989-2007
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Sercu, Piet
McAleer, Michael
22
Chang, Chia-Lin
17
Roengchai Tansuchat
7
Caporale, Guglielmo Maria
6
Kilian, Lutz
6
Manera, Matteo
6
Tansuchat, Roengchai
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Baumeister, Christiane
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Borensztein, Eduardo
4
Bühler, Wolfgang
4
Carbonez, Katelijne A. E.
4
Hammoudeh, Shawkat
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Jeanne, Olivier
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Korn, Olaf
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Nguyen, Thi Tuong Van
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Nielsen, Morten Ørregaard
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Nikitopoulos, Christina Sklibosios
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Sandri, Damiano
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Schlögl, Erik
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Behmiri, Niaz Bashiri
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Bredin, Donal
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Cheng, Benjamin
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Chiarella, Carl
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Ciferri, Davide
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Dolatabadi, Sepideh
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Girardi, Alessandro
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Gospodinov, Nikolaj
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Gronwald, Marc
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Hernandez, Manuel A.
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Leduc, Sylvain
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Moran, Kevin
3
Nguyen, Duc Khuong
3
Nicolini, Marcella
3
Prokopczuk, Marcel
3
Ripple, Ronald D.
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Spagnolo, Fabio
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Spagnolo, Nicola
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Measuring scarcity in agricultural markets, 1900-2000 : the shifting informativeness of price v storage data
Carbonez, Katelijne A. E.
;
Nguyen, Thi Tuong Van
; …
-
2010
Persistent link: https://www.econbiz.de/10009126831
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2
Remodeling the Working-Kaldor curve : the roles of scarcity, time to maturity and time to harvest
Nguyen, Thi Tuong Van
;
Carbonez, Katelijne A. E.
; …
-
2010
Persistent link: https://www.econbiz.de/10009126836
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3
Do inventories really yield a convenience? : an empirical analysis of the cost-adjusted basis
Carbonez, Katelijne A. E.
;
Nguyen, Thi Tuong Van
; …
-
2010
Persistent link: https://www.econbiz.de/10009126838
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4
The asymmetric effects of scarcity and abundance on storable commodity price dynamics and hedge ratios
Carbonez, Katelijne A. E.
;
Nguyen, Thi Tuong Van
; …
-
2010
Persistent link: https://www.econbiz.de/10009126850
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