Subordinated Levy Processes and Applications to Crude Oil Options /
One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects of cr...
| Egile nagusia: | |
|---|---|
| Formatua: | Aldizkaria |
| Hizkuntza: | English |
| Argitaratua: |
Washington, D.C. :
International Monetary Fund,
2005.
|
| Saila: | IMF Working Papers; Working Paper ;
No. 2005/174 |
| Sarrera elektronikoa: | Full text available on IMF |