Av. Vicuna Mackenna 4860
Instituto de Economia
Pontificia Universidad Catolica de Chile
in Total Papers Downloads
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Commodity prices, Futures Prices, Convenience Yields, Risk-Premia, Term Structure of Interest rates, Affine Models
commodity futures, economic linkages, relative scarcity, correlation term structure, convenience yields, spread options
Commodity prices, Futures prices, Convenience yield, Scarcity, Investment, Irreversibility, General equilibrium, Simulated Method of Moments (SMM), Regime-switching model, risk premium
maximal affine models, multiple commodities, futures prices
crude oil prices, convenience yields, risk management, emerging markets, government policy, two‐sector economies
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