A new definition for time-dependent price mean reversion in commodity markets (Q5940889)
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scientific article; zbMATH DE number 1635035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new definition for time-dependent price mean reversion in commodity markets |
scientific article; zbMATH DE number 1635035 |
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A new definition for time-dependent price mean reversion in commodity markets (English)
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20 August 2001
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mean reversion
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anticipated spot prices
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forecastability
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futures prices
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term structure
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hedging
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interest rate shocks
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convenience yield shocks
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