The futures price of a commodity in fixed supply

DOI10.1016/0165-1765(87)90198-4zbMath1328.91272OpenAlexW2046867712MaRDI QIDQ899904

Rafael Eldor, Daniel Pines

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90198-4

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) General equilibrium theory (91B50)

Cites Work

• Unnamed Item
• Unnamed Item
• An intertemporal asset pricing model with stochastic consumption and investment opportunities

This page was built for publication: The futures price of a commodity in fixed supply