Modelling and measuring price discovery in commodity markets (Q736559)

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scientific article; zbMATH DE number 6609180
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English
Modelling and measuring price discovery in commodity markets
scientific article; zbMATH DE number 6609180

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    Modelling and measuring price discovery in commodity markets (English)
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    4 August 2016
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    backwardation
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    cointegration
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    commodity markets
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    contango
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    convenience yield
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    futures prices
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    permanent-transitory decomposition
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    price discovery
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