Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:29, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield |
scientific article |
Statements
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (English)
0 references
7 October 2016
0 references
commodity spot prices
0 references
futures prices
0 references
convenience yield
0 references
stochastic market prices of risk
0 references
dynamic portfolio optimization
0 references
