Optimal portfolios in commodity futures markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fred Espen Benth & Paul Kruhner, 2014. "Derivatives pricing in energy markets: an infinite dimensional approach," Papers 1412.7943, arXiv.org.
- Fred Espen Benth & Paul Kruhner, 2015. "Approximation of forward curve models in commodity markets with arbitrage-free finite dimensional models," Papers 1512.05983, arXiv.org.
- repec:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0355-9 is not listed on IDEAS
- Benth, Fred Espen & Paraschiv, Florentina, 2016. "A Structural Model for Electricity Forward Prices," Working Papers on Finance 1611, University of St. Gallen, School of Finance.
- Fred Espen Benth & Paul Kruhner, 2014. "Representation of infinite dimensional forward price models in commodity markets," Papers 1403.4111, arXiv.org.
More about this item
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-04-23 (All new papers)
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