Katelijne A. E. Carbonez

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

  • KU Leuven - Faculty of Business and Economics (FEB)

SCHOLARLY PAPERS

8

DOWNLOADS

1,031

TOTAL CITATIONS

9

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Hedging with Two Futures Contracts: Simplicity Pays

Number of pages: 42 Posted: 15 Apr 2010
Van Thi Tuong Nguyen, Katelijne A. E. Carbonez and Piet Sercu
KU Leuven, KU Leuven - Faculty of Business and Economics (FEB) and FEB at KU Leuven
Downloads 320 (195,299)
Citation 1

Abstract:

Loading...

Hedging Strategy, Hedge Ratio, Convenience Yield

2.

Do Inventories Really Yield a Convenience? An Empirical Analysis of the Risk-Adjusted Spread

Number of pages: 43 Posted: 18 Feb 2009
Katelijne A. E. Carbonez, Van Thi Tuong Nguyen and Piet Sercu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven and FEB at KU Leuven
Downloads 175 (352,405)
Citation 4

Abstract:

Loading...

backwardation, convenience yield, theory of storage, risk premium, data aggregation, imbedded options

3.

Model Selection and Estimation of Long-Memory Time-Series Models

Number of pages: 37 Posted: 28 Feb 2008
Katelijne A. E. Carbonez
KU Leuven - Faculty of Business and Economics (FEB)
Downloads 163 (374,748)
Citation 1

Abstract:

Loading...

Time-Series, Fractional Integration, Monte Carlo Simulations

4.

The Asymmetric Effects of Scarcity and Abundance on Storable Commodity Price Dynamics and Hedge Ratios

Number of pages: 53 Posted: 12 Apr 2010
Katelijne A. E. Carbonez, Van Thi Tuong Nguyen and Piet Sercu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven and FEB at KU Leuven
Downloads 115 (494,863)
Citation 1

Abstract:

Loading...

5.

Do Inventories Really Yield a Convenience? An Empirical Analysis of the Cost-Adjusted Basis

Number of pages: 39 Posted: 15 Apr 2010
Katelijne A. E. Carbonez, Van Thi Tuong Nguyen and Piet Sercu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven and FEB at KU Leuven
Downloads 97 (558,471)

Abstract:

Loading...

Backwardation, Convenience Yield, Theory of Storage, Risk Premium, Data Aggregation, Imbedded Options

6.

Remodeling the Working Curve: The Roles of Scarcity, Time to Maturity and Time to Harvest

Number of pages: 42 Posted: 16 Feb 2009
Katelijne A. E. Carbonez, Van Thi Tuong Nguyen and Piet Sercu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven and FEB at KU Leuven
Downloads 94 (569,779)
Citation 2

Abstract:

Loading...

backwardation, convenience yield, theory of storage, scarcity

7.

Remodeling the Working-Kaldor Curve: The Roles of Scarcity, Time to Maturity and Time to Harvest

Number of pages: 61 Posted: 16 Apr 2010
Van Thi Tuong Nguyen, Katelijne A. E. Carbonez and Piet Sercu
KU Leuven, KU Leuven - Faculty of Business and Economics (FEB) and FEB at KU Leuven
Downloads 67 (689,335)

Abstract:

Loading...

backwardation, convenience yield, theory of storage, scarcity

8.

Measuring Scarcity in Agricultural Markets, 1900-2000: The Shifting Informativeness of Price V Storage Data

Posted: 16 Apr 2010
Katelijne A. E. Carbonez, Van Thi Tuong Nguyen and Piet Sercu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven and FEB at KU Leuven

Abstract:

Loading...

backwardation, convenience yield, theory of storage, scarcity