A simple equilibrium model for a commodity market with spot trades and futures contracts
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ren'e Aid & Luciano Campi & Delphine Lautier, 2015. "On the spot-futures no-arbitrage relations in commodity markets," Papers 1501.00273, arXiv.org, revised Feb 2018.
More about this item
KeywordsDerivative markets; equilibrium; Industrial processors; inventory holders; speculator;
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