CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS

International Journal of Theoretical and Applied Finance 2012 / 06 Vol. 15; Iss. 4

CONSISTENT FACTOR MODELS FOR TEMPERATURE MARKETS

HELL, PHILIPP, MEYER-BRANDIS, THILO, RHEINLÄNDER, THORSTEN
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Volume:
15
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024912500276
Date:
June, 2012
File:
PDF, 274 KB
english, 2012
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