Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets
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- Arif Wismadi & Mark Zuidgeest & Mark Brussel & Martin Maarseveen, 2014. "Spatial Preference Modelling for equitable infrastructure provision: an application of Sen’s Capability Approach," Journal of Geographical Systems, Springer, vol. 16(1), pages 19-48, January.
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More about this item
KeywordsCommodity forward curves Cross-commodity portfolios Heating oil Natural gas Cointegration;
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