A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model
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.
| Main Author: | |
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| Format: | Book Chapter |
| Published: |
2015
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| Online Access: | http://www.crcpress.com/ http://hdl.handle.net/20.500.11937/25617 |
| _version_ | 1848751759184363520 |
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| author | Suenaga, Hiroaki |
| author_facet | Suenaga, Hiroaki |
| author_sort | Suenaga, Hiroaki |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T07:57:50Z |
| format | Book Chapter |
| id | curtin-20.500.11937-25617 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:57:50Z |
| publishDate | 2015 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-256172017-01-30T12:49:18Z A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model Suenaga, Hiroaki 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. 2015 Book Chapter http://hdl.handle.net/20.500.11937/25617 http://www.crcpress.com/ restricted |
| spellingShingle | Suenaga, Hiroaki A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model |
| title | A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model |
| title_full | A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model |
| title_fullStr | A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model |
| title_full_unstemmed | A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model |
| title_short | A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model |
| title_sort | flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor gaussian model |
| url | http://www.crcpress.com/ http://hdl.handle.net/20.500.11937/25617 |