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Commodity Models. A Step Forward

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This book explores the complex dynamics of commodity prices and the valuation of contingent claims. It examines existing models, highlights seasonality as a stochastic factor in certain commodities, and demonstrates the cointegration and long-term trends of crude oil and refining products. A valuable resource for understanding commodity markets.

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Commodity Models. A Step Forward, Población García

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Released
2012
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(Paperback)
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