Van Thi Tuong Nguyen

KU Leuven

Oude Markt 13

Leuven, Vlaams-Brabant 3000

Belgium

SCHOLARLY PAPERS

8

DOWNLOADS

1,040

SSRN CITATIONS

0

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.

Tactical Asset Allocation with Commodity Futures: Implications of Business Cycle and Monetary Policy

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 33 Posted: 22 Oct 2010 Last Revised: 26 Jan 2011
Van Thi Tuong Nguyen and Piet Sercu
KU Leuven and FEB at KU Leuven
Downloads 368 (119,713)
Citation 3

Abstract:

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commodity futures, asset allocation, portfolio diversification, business cycle, monetary policy

2.

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 271 (165,372)
Citation 1

Abstract:

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Hedging Strategy, Hedge Ratio, Convenience Yield

3.

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 142 (294,717)
Citation 4

Abstract:

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

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 83 (425,316)
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 68 (474,877)

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 67 (478,498)
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 41 (594,081)

Abstract:

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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:

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backwardation, convenience yield, theory of storage, scarcity