Time-varying long-run mean of commodity prices and the modeling of futures term structures (Q2869967)
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scientific article; zbMATH DE number 6247153
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| English | Time-varying long-run mean of commodity prices and the modeling of futures term structures |
scientific article; zbMATH DE number 6247153 |
Statements
Time-varying long-run mean of commodity prices and the modeling of futures term structures (English)
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17 January 2014
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continuous-time finance
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asset pricing
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commodity markets
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commodity prices
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derivatives pricing
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0.8207178711891174
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0.8080130815505981
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0.8021333813667297
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0.798775851726532
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0.7868973016738892
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