KU Leuven - Faculty of Business and Economics (FEB)
Hedging Strategy, Hedge Ratio, Convenience Yield
backwardation, convenience yield, theory of storage, risk premium, data aggregation, imbedded options
Time-Series, Fractional Integration, Monte Carlo Simulations
Backwardation, Convenience Yield, Theory of Storage, Risk Premium, Data Aggregation, Imbedded Options
backwardation, convenience yield, theory of storage, scarcity
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hedging strategy, hedge ratio, convenience yield, G11, Q11, Q14
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