The market for salmon futures: an empirical analysis of the Fish Pool using the Schwartz multi-factor model

DOI10.1080/14697688.2016.1211792zbMath1400.91587OpenAlexW2514225012MaRDI QIDQ4554247

Roy Nawar, Ruolan Ouyang, Tak Kuen Siu, Christian-Oliver Ewald

Publication date: 13 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/121031/7/121031.pdf

zbMATH Keywords

futuresrisk managementcommoditiesaquaculturefisheries economicsagricultural economics

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Optimal harvesting of stochastically fluctuating populations
• Optimal harvesting under stochastic fluctuations and critical depensation
• SUSTAINABLE YIELDS IN FISHERIES: UNCERTAINTY, RISK-AVERSION, AND MEAN-VARIANCE ANALYSIS

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