Modelling and measuring price discovery in commodity markets (Q736559)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and measuring price discovery in commodity markets |
scientific article |
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Modelling and measuring price discovery in commodity markets (English)
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4 August 2016
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backwardation
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cointegration
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commodity markets
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contango
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convenience yield
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futures prices
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permanent-transitory decomposition
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price discovery
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