Modelling and measuring price discovery in commodity markets (Q736559)

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scientific article; zbMATH DE number 6609180
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    Modelling and measuring price discovery in commodity markets
    scientific article; zbMATH DE number 6609180

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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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