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Seasonal and stochastic effects in commodity forward curves - MaRDI portal

Seasonal and stochastic effects in commodity forward curves (Q2462885)

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Seasonal and stochastic effects in commodity forward curves
scientific article

    Statements

    title
    Seasonal and stochastic effects in commodity forward curves (English)
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    author
    Svetlana Borovkova
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    Hélyette Geman
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    publication date
    5 December 2007
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    zbMATH Keywords
    commodity futures
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    forward curve
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    seasonality
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    energy markets
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    Identifiers

    zbMATH DE Number
    5217745
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    OpenAlex ID
    W2096853160
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