Results 271 to 278 of about 6,076,628 (278)

Stochastic Convenience Yield and the Pricing of Oil Contingent Claims

, 1990
Rajna Gibson, E. Schwartz
semanticscholar   +1 more source

A Convenience Yield Approximation Model for Mean‐Reverting Commodities

, 2015
E. Dockner, Zehra Eksi, Margarethe Rammerstorfer   +2 more
semanticscholar   +1 more source

Commodity futures price volatility, convenience yield and economic fundamentals

, 2013
Gabriel J. Power, John R. C. Robinson
semanticscholar   +1 more source

House Price Variation and the Convenience Yield to Owning One’s Home

, 2013
Jason M. Thomas, R. Savickas
semanticscholar   +1 more source

The convenience yield implied in European natural gas hub trading

, 2012
Markus Hochradl, Margarethe Rammerstorfer   +1 more
semanticscholar   +1 more source

Is the Convenience Yield a Good Indicator for a Commodity’s Criticality?

, 2012
C. Stepanek, Matthias Walter, Andreas W. Rathgeber   +2 more
semanticscholar   +1 more source

The Traditional Hedging Model Revisited with a Nonobservable Convenience Yield

, 2011
Constantin Mellios, Pierre Six
semanticscholar   +1 more source

A robust model of the convenience yield in the natural gas market

, 2011
T. Volmer
semanticscholar   +1 more source