How is convenience yield risk priced?

Rangga Handika

Research output: Contribution to journal › Meeting abstract

Abstract

This paper investigates how convenience yield risk is priced in commodity markets.

Original language	English
Pages (from-to)	33
Number of pages	1
Journal	Expo 2013 Higher Degree Research : book of abstracts
Publication status	Published - 2013
Event	Higher Degree Research Expo (9th : 2013) - Sydney Duration: 5 Nov 2013 → 7 Nov 2013

@article{a71fae2a10f2428aa57ebb0d942e6aa9,

title = "How is convenience yield risk priced?",

abstract = "This paper investigates how convenience yield risk is priced in commodity markets.",

keywords = "commodity markets, convenience yield, risk premium, factor model",

author = "Rangga Handika",

year = "2013",

language = "English",

pages = "33",

journal = "Expo 2013 Higher Degree Research : book of abstracts",

issn = "1837-9214",

publisher = "Faculty of Business and Economics, Macquarie University",

note = "Higher Degree Research Expo (9th : 2013) ; Conference date: 05-11-2013 Through 07-11-2013",