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Petroleum spreads and the term structure of futures prices

✍ Scribed by Adrangi, Bahram; Chatrath, A.; Song, Frank; Szidarovszky, Ferenc

Book ID
126694710
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
216 KB
Volume
38
Category
Article
ISSN
0003-6846

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πŸ“œ SIMILAR VOLUMES

Comparing alternative assumptions on the
Comparing alternative assumptions on the term structure of futures prices: Reply
✍ Frans A. De Roon; Yulia V. Veld-Merkoulova πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 63 KB

## Abstract Donald Lien and Yan Wang (this issue) suggest an alternative test for different specifications of the term structure of futures prices, as used in our recently published paper in __The Journal of Futures Markets.__ Our paper (Y. V. Veld‐Merkoulova and F. A. de Roon, 2003) focuses on dev