NFCP

CRANNFCPMaRDI QIDQ114737FDOQ114737

N-Factor Commodity Pricing Through Term Structure Estimation

Simone Kelly, Colette Southam, Bruce Vanstone, Thomas Aspinall, Geoff Harris, Adrian Gepp

Last update: 17 February 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.2.1

Cites work

• AnN-factor Gaussian model of oil futures prices
• Short-Term Variations and Long-Term Dynamics in Commodity Prices

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