Time-varying long-run mean of commodity prices and the modeling of futures term structures (Q2869967)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-varying long-run mean of commodity prices and the modeling of futures term structures |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying long-run mean of commodity prices and the modeling of futures term structures |
scientific article |
Statements
Time-varying long-run mean of commodity prices and the modeling of futures term structures (English)
0 references
17 January 2014
0 references
continuous-time finance
0 references
asset pricing
0 references
commodity markets
0 references
commodity prices
0 references
derivatives pricing
0 references
