Energy Futures / Bloomberg / FinAnalytica INC. / New York Mercantile Exchange / /
Country
Germany / United States / /
Currency
pence / / /
Facility
National Laboratory / Business Engineering University of Karlsruhe / Applied Probability University of California / University of California / College of Letters / University of Karlsruhe / /
IndustryTerm
2month product / crude oil / derivative products / heating oil / electricity futures prices / natural gas / natural gas futures / futures product / oil / month natural gas futures / month product / natural gas futures trading / energy / /
Organization
University of Karlsruhe / College of Letters and Science / Impressum Karlsruher Institut für Technologie / Institut für Wirtschaftstheorie / University of California / Santa Barbara / Department of Statistics / School of Economics / Division of Mathematical / Life and Physical Sciences / Yale School of Management / University of the State of Baden-Wuerttemberg and National Laboratory / Economics and Business Engineering University of Karlsruhe / Fakultät für Wirtschaftswissenschaften Institut für Wirtschaftspolitik / Helmholtz Association / /
Person
Svetlozar (Zari) T. Rachev / Izumi Nagayama / Toshiki Yotsuzuka / Toshiki Honda / Frank J. Fabozzi / Takashi Kanamura / Matteo Manera / Ryozo Miura / Kazuhiko Ohashi / /
Position
general profit model for spread trading / total profit model for spread trading / profit model for spread trading / Chair / trader / Corresponding Author / /
A profit model for spread trading with an application to energy futures by Takashi Kanamura, Svetlozar T. Rachev, Frank J. Fabozzi