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Commodity derivative
Directed graphs
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directed graphs
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Term structure
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vector autoregression
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1991 Mathematics Subject Classification: 90C15
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Lautier, Delphine H.
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The energy journal
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Shock propagation across the futures term structure : evidence from crude oil prices
Lautier, Delphine H.
;
Raynaud, Franck
;
Robe, Michel A.
- In:
The energy journal
40
(
2019
)
3
,
pp. 125-153
Persistent link: https://www.econbiz.de/10012053253
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