Term structure of futures prices and expected mean reversion in base metal prices
Investment Management and Financial Innovations
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2014
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sg-nus-scholar.10635-1148862015-01-12T11:13:33Z Term structure of futures prices and expected mean reversion in base metal prices Wang, C. FINANCE & ACCOUNTING Base metals Cost-of-carry LME Mean reversion Investment Management and Financial Innovations 1 4 8-15 2014-12-12T07:04:27Z 2014-12-12T07:04:27Z 2004 Article Wang, C. (2004). Term structure of futures prices and expected mean reversion in base metal prices. Investment Management and Financial Innovations 1 (4) : 8-15. ScholarBank@NUS Repository. 18104967 http://scholarbank.nus.edu.sg/handle/10635/114886 NOT_IN_WOS Scopus |
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National University of Singapore |
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NUS Library |
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Singapore |
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ScholarBank@NUS |
| topic |
Base metals Cost-of-carry LME Mean reversion |
| spellingShingle |
Base metals Cost-of-carry LME Mean reversion Wang, C. Term structure of futures prices and expected mean reversion in base metal prices |
| description |
Investment Management and Financial Innovations |
| author2 |
FINANCE & ACCOUNTING |
| author_facet |
FINANCE & ACCOUNTING Wang, C. |
| format |
Article |
| author |
Wang, C. |
| author_sort |
Wang, C. |
| title |
Term structure of futures prices and expected mean reversion in base metal prices |
| title_short |
Term structure of futures prices and expected mean reversion in base metal prices |
| title_full |
Term structure of futures prices and expected mean reversion in base metal prices |
| title_fullStr |
Term structure of futures prices and expected mean reversion in base metal prices |
| title_full_unstemmed |
Term structure of futures prices and expected mean reversion in base metal prices |
| title_sort |
term structure of futures prices and expected mean reversion in base metal prices |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/114886 |
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1681094887013875712 |