How is convenience yield risk priced?

Rangga Handika

Research output: Contribution to journalMeeting abstract

Abstract

This paper investigates how convenience yield risk is priced in commodity markets.
Original languageEnglish
Pages (from-to)33
Number of pages1
JournalExpo 2013 Higher Degree Research : book of abstracts
Publication statusPublished - 2013
EventHigher Degree Research Expo (9th : 2013) - Sydney
Duration: 5 Nov 20137 Nov 2013

Keywords

  • commodity markets
  • convenience yield
  • risk premium
  • factor model

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