Katelijne A. E. Carbonez

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

9

DOWNLOADS

774

SSRN CITATIONS

0

CROSSREF CITATIONS

10

Scholarly Papers (9)

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 263 (162,899)
Citation 1

Abstract:

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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 133 (296,373)
Citation 4

Abstract:

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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 129 (303,366)
Citation 1

Abstract:

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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 81 (412,022)
Citation 1

Abstract:

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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 64 (467,840)

Abstract:

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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 62 (475,238)
Citation 2

Abstract:

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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 37 (587,981)

Abstract:

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backwardation, convenience yield, theory of storage, scarcity

8.

Hedging with Two Futures Contracts: Simplicity Pays

European Financial Management, Vol. 17, Issue 5, pp. 806-834, 2011
Number of pages: 29 Posted: 19 Oct 2011
Katelijne A. E. Carbonez, Van Thi Tuong Nguyen and Piet Sercu
KU Leuven - Faculty of Business and Economics (FEB), affiliation not provided to SSRN and FEB at KU Leuven
Downloads 5 (839,526)

Abstract:

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hedging strategy, hedge ratio, convenience yield, G11, Q11, Q14

9.

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:

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backwardation, convenience yield, theory of storage, scarcity