𝔖 Bobbio Scriptorium
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Dynamic analysis of policy drivers for bioenergy commodity markets

✍ Scribed by Robert F. Jeffers; Jacob J. Jacobson; Erin M. Searcy

Book ID
119237747
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
591 KB
Volume
52
Category
Article
ISSN
0301-4215

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## Abstract This article presents a family of term structure models that can be applied to value contingent claims in multicommodity and seasonal markets. We apply the framework to the futures contracts on crude and heating oils trading on NYMEX. We show how to deal with the problem of having to va