Statistical field theory of futures commodity prices

DOI10.1016/J.PHYSA.2017.09.036MaRDI QIDQ2148175OpenAlexFDO

Authors Belal E. Baaquie, Miao Yu

Publication date 23 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2017.09.036

zbMATH Keywords

statisticscommodity futuresquantum field

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Recommendations

• Statistical microeconomics and commodity prices: theory and empirical results
• Stochastic modeling for commodity prices and valuation of commodity derivatives under stochastic convenience yields and seasonality.
• Advances in pricing commodity futures: multifactor models
• Commodity price modelling that matches current observables: a new approach
• Price relations on futures markets for storable commodities

Cites work

• Comprehensive solution to the cosmological constant, zero-point energy, and quantum gravity problems
• Empirical microeconomics action functionals
• Interest Rates and Coupon Bonds in Quantum Finance
• Multiple commodities in statistical microeconomics: model and market
• Path Integrals and Hamiltonians
• Quantum Finance
• Statistical microeconomics

Cited in

(2)

• Multiple commodities in statistical microeconomics: model and market
• Statistical microeconomics and commodity prices: theory and empirical results

This page was built for publication: Statistical field theory of futures commodity prices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2148175)