Procedia Computer Science, 17 (Supplement C), pp. 266 - 273, 2013, ISSN: 1877-0509, (First International Conference on Information Technology and Quantitative Management).
@article{BOWDEN2013266,
title = {In Contango Versus Backwardation, the Truth May Not be in Convenience: Disequilibrium States and the Spot-Forward Balance in Commodity Markets},
author = {Peter N Posch and et al.},
url = {http://www.sciencedirect.com/science/article/pii/S1877050913001683},
doi = {10.1016/j.procs.2013.05.035},
issn = {1877-0509},
year = {2013},
date = {2013-01-01},
journal = {Procedia Computer Science},
volume = {17},
number = {Supplement C},
pages = {266 - 273},
note = {First International Conference on Information Technology and Quantitative Management},
keywords = {Backwardation, Commodity, Contango, Convenience yield, Disequilibrium econometrics, Regime dependence},
pubstate = {published},
tppubtype = {article}
}
