Stochastic convenience yield implied from commodity futures and interest rates

JOURNAL OF FINANCE (NEW YORK, PRINT);
J FINANCE (N.Y.PRINT)

dc.creatorCasassus, J
dc.creatorCollin-Dufresne, P
dc.date2017-03-23T17:42:58Z
dc.date2022-07-06T22:31:46Z
dc.date2017-03-23T17:42:58Z
dc.date2022-07-06T22:31:46Z
dc.date2005
dc.date.accessioned2023-08-22T03:19:10Z
dc.date.available2023-08-22T03:19:10Z
dc.identifier1040328
dc.identifier1040328
dc.identifier0022-1082
dc.identifierhttps://hdl.handle.net/10533/177063
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/8314395
dc.description102
dc.descriptionFONDECYT
dc.description5
dc.descriptionFONDECYT
dc.description60
dc.languageeng
dc.publisherAMERICAN FINANCE ASSOCIATION
dc.relationinstname: Conicyt
dc.relationreponame: Repositorio Digital RI2.0
dc.relationinstname: Conicyt
dc.relationreponame: Repositorio Digital RI2.0
dc.relationinfo:eu-repo/grantAgreement/Fondecyt/1040328
dc.relationinfo:eu-repo/semantics/dataset/hdl.handle.net/10533/93477
dc.relationhttps://doi.org/10.1111/j.1540-6261.2005.00799.x
dc.rightsinfo:eu-repo/semantics/openAccess
dc.titleStochastic convenience yield implied from commodity futures and interest rates
dc.titleJOURNAL OF FINANCE (NEW YORK, PRINT)
dc.titleJ FINANCE (N.Y.PRINT)
dc.typeArticulo
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.coverageNEW YORK


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