APAD Conference Archive
Session 2: Commodity Derivatives
Writer 관리자
Date2013.09.15
Hit2574
A New Strategy using Term-structure Dynamics of Commodity Futures(Soo-Hyun Kim, Hyoung-Goo Kang)
Commodity Futures Pricing when Exposed to International Risk Factors(Shulin Zhang, Shuping Wang, Xiaoyan He)
Cointegration and Stochastic Correlation Models for Commodity Derivatives(Mei Choi Chiu, Hoi Ying Wong, Jing Zhao)
Low-High Basis Factor in the Commodity Futures Market(Daehwan Kim)
Commodity Futures Pricing when Exposed to International Risk Factors(Shulin Zhang, Shuping Wang, Xiaoyan He)
Cointegration and Stochastic Correlation Models for Commodity Derivatives(Mei Choi Chiu, Hoi Ying Wong, Jing Zhao)
Low-High Basis Factor in the Commodity Futures Market(Daehwan Kim)