Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B24
@@ Property / Mathematics Subject Classification ID: 91B24 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 90C15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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@@ Property / zbMATH DE Number @@
+6636064
@@ Property / zbMATH DE Number: 6636064 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+commodity spot prices
@@ Property / zbMATH Keywords: commodity spot prices / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+futures prices
@@ Property / zbMATH Keywords: futures prices / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convenience yield
@@ Property / zbMATH Keywords: convenience yield / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic market prices of risk
@@ Property / zbMATH Keywords: stochastic market prices of risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic portfolio optimization
@@ Property / zbMATH Keywords: dynamic portfolio optimization / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2015.10.045
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+W1963105924
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@@ links / mardi / name / links / mardi / name @@
+Publication:322504