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Posch, Peter N; Bowden, Roger J

In Contango Versus Backwardation, the Truth May Not be in Convenience: Disequilibrium States and the Spot-Forward Balance in Commodity Markets Journal Article

Procedia Computer Science, 17 (Supplement C), pp. 266 - 273, 2013, ISSN: 1877-0509, (First International Conference on Information Technology and Quantitative Management).

Links | BibTeX | Tags: Backwardation, Commodity, Contango, Convenience yield, Disequilibrium econometrics, Regime dependence