Pricing of forwards and other derivatives in cointegrated commodity markets
dc.contributor.author | Benth, Fred Espen | |
dc.contributor.author | Koekebakker, Steen | |
dc.date.accessioned | 2015-12-03T07:58:08Z | |
dc.date.accessioned | 2016-01-04T12:34:01Z | |
dc.date.available | 2015-12-03T07:58:08Z | |
dc.date.available | 2016-01-04T12:34:01Z | |
dc.date.issued | 2015 | |
dc.identifier.citation | Energy Economics 2015, 52:104-117 | |
dc.identifier.issn | 0140-9883 | |
dc.identifier.uri | http://hdl.handle.net/11250/2372484 | |
dc.description | - | |
dc.language.iso | eng | |
dc.title | Pricing of forwards and other derivatives in cointegrated commodity markets | |
dc.type | Journal article | |
dc.type | Peer reviewed | |
dc.date.updated | 2015-12-03T07:58:07Z | |
dc.identifier.doi | 10.1016/j.eneco.2015.09.009 | |
dc.identifier.cristin | 1286122 | |
dc.relation.project | Norges forskningsråd: 233985 | |
dc.relation.project | Norges forskningsråd: 216096 |