Analyzing commodity market dynamics, we observe that price volatility increases with reduced contract duration. In this paper, we derive a theoretical model depicting the price formation in two markets with altering product granularity. Supplemented by empirical evidence from German electricity...

Four deep generative methods for time series are studied on commodity markets and compared with classical probabilistic models. The lack of data in the case of deep hedgers is a common flaw, which deep generative methods seek to address. In the specific case of commodities, it turns out that...