Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model

Jason West

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: Commodity prices; Nelson-Siegel function; Seasonality; Liquidity. (search for similar items in EconPapers)
JEL-codes: C51 C53 G13 (search for similar items in EconPapers)
Date: 2011-07
New Economics Papers: this item is included in nep-agr
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:gri:fpaper:finance:201107

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