Energy Futures / Bloomberg / FinAnalytica INC. / New York Mercantile Exchange / /
Country
Germany / United States / /
Currency
pence / / /
Facility
Business Engineering University of Karlsruhe / Applied Probability University of California / University of California / College of Letters / University of Karlsruhe / /
IndustryTerm
oil trading / crude oil / heating oil / natural gas / natural gas futures / futures product / oil / month natural gas futures / natural gas futures trading / energy / /
Organization
University of Karlsruhe / College of Letters and Science / University of California / Santa Barbara / Department of Statistics / School of Economics / Division of Mathematical / Life and Physical Sciences / Yale School of Management / Economics and Business Engineering University of Karlsruhe / KIT / /
Person
Svetlozar (Zari) T. Rachev / Izumi Nagayama / Toshiki Yotsuzuka / Toshiki Honda / Frank J. Fabozzi / Matteo Manera / Ryozo Miura / Kazuhiko Ohashi / /
Position
profit model for energy futures / profit model for a simplified pairs trading strategy / Chair / simplified profit model for pairs trading / trader / total profit model for pairs trading / Corresponding Author / /