Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504)
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scientific article; zbMATH DE number 6636064
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| English | Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield |
scientific article; zbMATH DE number 6636064 |
Statements
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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0.7891407012939453
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0.775043785572052
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0.7728119492530823
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0.771205484867096
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