Sebastian Vicedom

Leibniz Universität Hannover - Faculty of Economics and Management

Koenigsworther Platz 1

Hannover, 30167

Germany

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Commodity Forward Curve Dynamics with Inventory Information

Number of pages: 38 Posted: 18 Mar 2015
Marcel Prokopczuk and Sebastian Vicedom
Leibniz Universität Hannover - Faculty of Economics and Management and Leibniz Universität Hannover - Faculty of Economics and Management
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Abstract:

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Commodities, theory of storage, forward curve dynamics, crude oil, futures markets, hedging, inventory, convenience yield