Pages that link to "Item:Q2869967"
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The following pages link to Time-varying long-run mean of commodity prices and the modeling of futures term structures (Q2869967):
Displaying 15 items.
- Modeling and estimating commodity prices: copper prices (Q496575) (← links)
- A four-factor stochastic volatility model of commodity prices (Q1621624) (← links)
- Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield (Q2120709) (← links)
- Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation (Q2227411) (← links)
- Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (Q2241123) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Commodity derivative valuation under a factor model with time-varying market prices of risk (Q2353844) (← links)
- (Q2782352) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- Commodity Markets, Long-Run Predictability, and Intertemporal Pricing (Q4555676) (← links)
- Strategic commodity allocation (Q4682999) (← links)
- A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
- The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data (Q5420722) (← links)
- Pricing and hedging of long-term futures and forward contracts by a three-factor model (Q5745645) (← links)
- A new definition for time-dependent price mean reversion in commodity markets (Q5940889) (← links)
