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. Our analysis of mutual price connections discovers the major defining features of world leading biofuels markets during … assets in Europe, USA and Brazil. The analysis uses a comprehensive dataset covering price data for 38 traded titles over the … period 2003-2020. We utilize the minimum spanning tree approach to identify price connections in a complex trading system …
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the former but not the latter explanation. -- Petroleum Economics ; Stochastic Dynamic Optimization …
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The goal of our paper is to show how correlation between convenience yield and commodity spot price must be and can be … stylized facts while keeping the usual tractability of the affine framework to price derivatives as well as to estimate their …
Persistent link: https://www.econbiz.de/10013103546
Persistent and significant privately-held stockpiles of crude oil have long been an important empirical regularity in the United States. Such stockpiles would not rationally be held in a traditional Hotelling-style model. How then can the existence of these inventories be explained? In the...
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-run relationship between international and domestic price. For corn 66 out of 104, for soybeans 27 out of 54, for wheat 47 out of 82 …
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The previous studies have shown that capital market integration has increased in the ASEAN-5, implying that investors making investment diversification across ASEAN capital markets could only earn limited diversification advantages. To diversify their portfolios, equity investors must find other...
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