Integrating Multiple Commodities in a Model of Stochastic Price Dynamics
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More about this item
KeywordsCommodities; Integrated Model; Crude Oil; Heating Oil; Gasoline; Futures; Kalman Filter;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
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