COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510)
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English | COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW |
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COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (English)
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15 November 2013
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review article
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commodity derivatives
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convenience yield
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theory of storage
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commodity prices
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seasonality
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Samuelson effect
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mean reversion
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