A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility
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More about this item
KeywordsSamuelson hypothesis of maturity effect; Stochastic volatility; Stochastic dominance;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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