FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES (Q5249753)
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scientific article; zbMATH DE number 6435234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES |
scientific article; zbMATH DE number 6435234 |
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FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES (English)
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11 May 2015
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forward price
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spot-forward relationship
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weather markets
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energy markets
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interest rate theory
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Lévy processes
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stationary processes
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continuous-time autoregressive moving average processes
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