๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Commodity Prices, Convenience Yields, and Inflation

โœ Scribed by Gospodinov, Nikolay; Ng, Serena

Book ID
126652756
Publisher
MIT Press
Year
2013
Tongue
English
Weight
221 KB
Volume
95
Category
Article
ISSN
0034-6535

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Commodity prices, money and inflation
Commodity prices, money and inflation
โœ Frank Browne; David Cronin ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 915 KB
Approximation for convenience yield in c
Approximation for convenience yield in commodity futures pricing
โœ Richard Heaney ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 109 KB

## Abstract The pricing of commodity futures contracts is important both for professionals and academics. It is often argued that futures prices include a convenience yield, and this article uses a simple trading strategy to approximate the impact of convenience yields. The approximation requires o

Commodity convenience yields as an optio
Commodity convenience yields as an option profit
โœ Robert Heinkel; Maureen E. Howe; John S. Hughes ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 689 KB

T modity convenience yields. Convenience yield refers to the inverse carrying charges or return implied when spot prices plus storage costs and interest charges exceed the futures prices, holding risk considerations aside. An analytic expression for the convenience yield is derived in a market setti