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Misspecification in term structure models of commodity prices: implications for hedging price risk

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Authors
Suenaga, Hiroaki
Date
2011
Type
Conference Paper

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Suenaga, H. 2011. Misspecification in term structure models of commodity prices: implications for hedging price risk, in Chan, F., Marinova, D. and Anderssen, R.S. (ed), MODSIM 2011 – International Congress on Modeling and Simulation, Dec 1 2012, pp. 1767-1773. Perth: Modelling and Simulation Society of Australia and New Zealand Inc..
Source Title
Proceedings of MODSIM
Source Conference
MODSIM 2011 – International Congress on Modeling and Simulation
ISBN
School
School of Economics and Finance
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