Work

A Two-Factor Model for Commodity Prices and Futures Valuation

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.498802

Authors: Diana Ramos Ribeiro, Stewart D. Hodges

Institution: University of Warwick

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2155148780

Cites: 24

Cited by: 46

Related to: 10