Pages that link to "Item:Q322504"
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The following pages link to Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504):
Displaying 8 items.
- Mean-variance hedging with oil futures (Q377447) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Hedging with automatic liquidation and leverage selection on bitcoin futures (Q2106762) (← links)
- Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield (Q2120709) (← links)
- Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework (Q2150851) (← links)
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- Adaptive expectations and commodity risk premiums (Q2246712) (← links)
- Hedging mean-reverting commodities (Q5851041) (← links)