COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510)

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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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