An Equilibrium Model for Spot and Forward Prices of Commodities-Reference-Cited by-同舟云学术

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An Equilibrium Model for Spot and Forward Prices of Commodities

Published:2018-02 Issue:1 Volume:43 Page:152-180
ISSN:0364-765X
Container-title:Mathematics of Operations Research
language:en
Short-container-title:Mathematics of OR

Author:

Anthropelos Michail¹,Kupper Michael²,Papapantoleon Antonis³

Affiliation:

1. Department of Banking and Financial Management, University of Piraeus, 18534 Piraeus, Greece

2. Department of Mathematics and Statistics, University of Konstanz, 78464 Konstanz, Germany

3. Institute of Mathematics, TU Berlin, 10623 Berlin, Germany

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications,General Mathematics

Reference59 articles.

1. Limits to arbitrage and hedging: Evidence from commodity markets

2. Hedging and Joint Production: Theory and Illustrations

3. ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS

4. Lévy Processes and Stochastic Calculus

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The commodities/equities beta term-structure;Journal of Commodity Markets;2022-12

2. How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis;European Financial Management;2019-01-04

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