G2TT

浏览/检索结果: 共3条,第1-3条 帮助

已选(0)清除 条数/页:   排序方式:
DP11169 Risk Premia and Seasonality in Commodity Futures 智库出版物
2016
作者:  Ivan Petrella;  Martin Sola;  Constantino Hevia
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Commodity futures  Nelson and siegel  Seasonality  risk premium  Theory of storage  
Reinforcing Feedbacks, Time Spreads and Oil Prices 智库出版物
2009
作者:  Bassam Fattouh
Adobe PDF(285Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/11/08
Backwardation  Brent  Contango  Cushing  Inventories  Oil Futures Markets  Oil Prices  OPEC  Price  Reinforcing Dynamics  Theory of Storage  Variability  WTI  
Redefining the Convenience Yield in the North Sea Crude Oil Market 智库出版物
2004
作者:  F. Caumon;  J. Bower
Adobe PDF(145Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/11/08
Arbitrage  Brent  Convenience Yield  Futures Contracts  Oil Markets  Option Pricing Theory  The North Sea  Theory of Storage  WPM 28  WPM28  WTI