SMEAL WIKI

An Empirical Analysis of Commodity Convenience Yields

Cantekin Dinçerler, Zeigham Khokher, Timothy T. Simin
Year2020
VenueQuarterly Journal of Finance
Typearticle
Citations12
DOI10.1142/s2010139220500093
OpenAlexW3122345978

Topics

Market Dynamics and VolatilityConvenience yieldEconomicsFutures contractExtant taxonScarcity