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1. Forecasting the Steel Billet Price via Steel Futures Contracts and Convenience Yield: An Empirical Study on the Price Behavior of London Metal Exchange's Steel Billet Product.
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis studies the price behavior of a highly important yet unexplored commodity: the steel. The author refers to the theoretical models that are commonly used in other commodity researches: the unbiased futures model (UFM) and the convenience yield model (CYM). LÄS MER
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