A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model
| dc.contributor.author | Suenaga, Hiroaki | |
| dc.date.accessioned | 2017-01-30T12:49:18Z | |
| dc.date.available | 2017-01-30T12:49:18Z | |
| dc.date.created | 2016-07-03T19:30:27Z | |
| dc.date.issued | 2015 | |
| dc.identifier.citation | Suenaga, H. 2015. A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model. In Commodities, 243-278. Boca Raton, Florida. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/25617 | |
| dc.description.abstract |
This book covers the fundamental theory of and derivatives pricing for major commodity markets as well as the interaction between commodity prices and the real economy and other financial markets. | |
| dc.relation.uri | http://www.crcpress.com/ | |
| dc.title | A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model | |
| dc.type | Book Chapter | |
| dcterms.source.startPage | 243 | |
| dcterms.source.endPage | 278 | |
| dcterms.source.title | Commodities | |
| dcterms.source.isbn | 1498712320 | |
| dcterms.source.place | Boca Raton, Florida | |
| dcterms.source.chapter | 31 | |
| curtin.department | Department of Finance and Banking | |
| curtin.accessStatus | Fulltext not available |
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