A multicommodity model of futures prices: Using futures prices of one commodity to estimate the stochastic process of another
Version of Record online: 2 APR 2008
© 2008 Wiley Periodicals, Inc.
Journal of Futures Markets
Special Issue: Special Issue from the 4th Annual Asia-Pacific Association of Derivatives Conference
Volume 28, Issue 6, pages 537–560, June 2008
How to Cite
Cortazar, G., Milla, C. and Severino, F. (2008), A multicommodity model of futures prices: Using futures prices of one commodity to estimate the stochastic process of another. J. Fut. Mark., 28: 537–560. doi: 10.1002/fut.20322
- Issue online: 2 APR 2008
- Version of Record online: 2 APR 2008
- Manuscript Accepted: JAN 2008
- Manuscript Received: AUG 2007
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