Commodity convenience yield and risk premium determination: The case of the U.S. natural gas market

Energy Economics

Volumn 28, Issue 4, 2006, Pages 523-534

  Chiou Wei, Song Zan ^a   Zhu, Zhen ^b,c  

^a NANHUA UNIVERSITY   (Taiwan)

^b UNIVERSITY OF CENTRAL OKLAHOMA   (United States)

^c C H Guernsey & Co   (United States)

Author keywords

Convenience yield; Efficient market; Energy commodity; Risk premium

Indexed keywords

FUEL ECONOMY; MARKETING; MATHEMATICAL MODELS;

COMMODITY MARKETS; CONVENIENCE YIELD; RISK PREMIUM;

NATURAL GAS;

COMMODITY PRICE; EMPIRICAL ANALYSIS; ENERGY EFFICIENCY; MODELING; NATURAL GAS; RISK;

NORTH AMERICA; UNITED STATES;

EID: 33745700819     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2005.10.002     Document Type: Article

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