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Futures contract / Normal backwardation / Convenience yield / Price of petroleum / Derivative / Yield curve / Commodity price indices / Contango / DBLCI Optimum Yield (OY) Index / Financial economics / Finance / Economics


Commodity Derivatives Valuation with Autoregressive and Moving Average Components in the Price Dynamics Marcel Prokopczuk ICMA Centre - Henley Business School joint work with
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Document Date: 2010-06-16 09:11:59

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File Size: 125,31 KB

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Toronto / /

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Facility

Price Dynamics Marcel Prokopczuk ICMA Centre / /

Organization

Henley Business School / Congress / Price Dynamics Marcel Prokopczuk ICMA Centre / /

Person

Raphael Paschke / Marcel Prokopczuk / /

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