Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
Article first published online: 16 SEP 2005
The Journal of Finance
Volume 60, Issue 5, pages 2283–2331, October 2005
How to Cite
CASASSUS, J. and COLLIN-DUFRESNE, P. (2005), Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates. The Journal of Finance, 60: 2283–2331. doi: 10.1111/j.1540-6261.2005.00799.x
- Issue published online: 16 SEP 2005
- Article first published online: 16 SEP 2005
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