Convenience yield and commodity prices

Delphine Lautier ()
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Delphine Lautier: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Keywords: convenience yield; storage theory; commodity derivatives (search for similar items in EconPapers)
Date: 2008-07-12
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Published in Summer school on "Perceiving, measuring and managing risk: illiquidity, long term risk and natural resources,", Pacific Institute for Mathematical Sciences, UBC, Jul 2008, Vancouver, Canada

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