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

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Latest revision as of 17:06, 12 July 2024

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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
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    Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (English)
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    7 October 2016
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    commodity spot prices
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    futures prices
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    convenience yield
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    stochastic market prices of risk
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    dynamic portfolio optimization
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