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The theory of storage and the convenience yield

Lautier, Delphine (2008), The theory of storage and the convenience yield, Summer School of Pacific Institute for the Mathematical Sciences (PIMS) in "Perceiving, measuring and managing risk : illiquidity, long-term risk, natural resources", 2008-07, Vancouver, Canada

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Type
Communication / Conférence
Date
2008
Conference title
Summer School of Pacific Institute for the Mathematical Sciences (PIMS) in "Perceiving, measuring and managing risk : illiquidity, long-term risk, natural resources"
Conference date
2008-07
Conference city
Vancouver
Conference country
Canada
Pages
61
Metadata
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Author(s)
Lautier, Delphine
Subjects / Keywords
Convenience yield; storage theory; commodity derivatives
JEL
E31 - Price Level; Inflation; Deflation
Q13 - Agricultural Markets and Marketing; Cooperatives; Agribusiness