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32 pages • missing pub info (editions)
ISBN/UID: 9781288711499
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 06 February 2013
Description
Recent studies of crude oil price formation emphasize the role of interest rates and convenience yield (the adjusted spot-futures spread), confirming that spot prices mean-revert and normally exceed discounted futures. However, these studies don't...
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32 pages • missing pub info (editions)
ISBN/UID: 9781288711499
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 06 February 2013
Description
Recent studies of crude oil price formation emphasize the role of interest rates and convenience yield (the adjusted spot-futures spread), confirming that spot prices mean-revert and normally exceed discounted futures. However, these studies don't...