Misspecification in term structure models of commodity prices: implications for hedging price risk
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Conference Paper |
| Published: |
Modelling and Simulation Society of Australia and New Zealand Inc.
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/16093 |
| _version_ | 1848749074369478656 |
|---|---|
| author | Suenaga, Hiroaki |
| author2 | F. Chan |
| author_facet | F. Chan Suenaga, Hiroaki |
| author_sort | Suenaga, Hiroaki |
| building | Curtin Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T07:15:09Z |
| format | Conference Paper |
| id | curtin-20.500.11937-16093 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:15:09Z |
| publishDate | 2011 |
| publisher | Modelling and Simulation Society of Australia and New Zealand Inc. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-160932023-01-27T05:26:31Z Misspecification in term structure models of commodity prices: implications for hedging price risk Suenaga, Hiroaki F. Chan D. Marinova R.S. Anderssen 2011 Conference Paper http://hdl.handle.net/20.500.11937/16093 Modelling and Simulation Society of Australia and New Zealand Inc. restricted |
| spellingShingle | Suenaga, Hiroaki Misspecification in term structure models of commodity prices: implications for hedging price risk |
| title | Misspecification in term structure models of commodity prices: implications for hedging price risk |
| title_full | Misspecification in term structure models of commodity prices: implications for hedging price risk |
| title_fullStr | Misspecification in term structure models of commodity prices: implications for hedging price risk |
| title_full_unstemmed | Misspecification in term structure models of commodity prices: implications for hedging price risk |
| title_short | Misspecification in term structure models of commodity prices: implications for hedging price risk |
| title_sort | misspecification in term structure models of commodity prices: implications for hedging price risk |
| url | http://hdl.handle.net/20.500.11937/16093 |