资源描述：
《determinants of oil futures prices and convenience yields》由会员上传分享，免费在线阅读，更多相关内容在工程资料-天天文库。
1、Thisarticlewasdownloadedby:[HarvardCollege]On:28January2013,At:09:10Publisher:RoutledgeInformaLtdRegisteredinEnglandandWalesRegisteredNumber:1072954Registeredoffice:MortimerHouse,37-41MortimerStreet,LondonW1T3JH,UKQuantitativeFinancePublicationdetails,includinginstructio
2、nsforauthorsandsubscriptioninformation:http://www.tandfonline.com/loi/rquf20DeterminantsofoilfuturespricesandconvenienceyieldsababcM.A.H.Dempster,ElenaMedova&KeTangaCentreforFinancialResearch,StatisticalLaboratory,UniversityofCambridge,CentreforMathematicalSciences,Cambr
3、idgeCB30WB,UKbCambridgeSystemsAssociatesLimited,5–7PortugalPlace,CambridgeCB58AF,UKcHanqingAdvancedInstituteofEconomicsandFinanceandSchoolofFinance,RenminUniversityofChina,Beijing100872,P.R.ChinaVersionofrecordfirstpublished:06Jul2012.Tocitethisarticle:M.A.H.Dempster,Ele
4、naMedova&KeTang(2012):Determinantsofoilfuturespricesandconvenienceyields,QuantitativeFinance,12:12,1795-1809Tolinktothisarticle:http://dx.doi.org/10.1080/14697688.2012.691202PLEASESCROLLDOWNFORARTICLEFulltermsandconditionsofuse:http://www.tandfonline.com/page/terms-and-c
5、onditionsThisarticlemaybeusedforresearch,teaching,andprivatestudypurposes.Anysubstantialorsystematicreproduction,redistribution,reselling,loan,sub-licensing,systematicsupply,ordistributioninanyformtoanyoneisexpresslyforbidden.Thepublisherdoesnotgiveanywarrantyexpressorim
6、pliedormakeanyrepresentationthatthecontentswillbecompleteoraccurateoruptodate.Theaccuracyofanyinstructions,formulae,anddrugdosesshouldbeindependentlyverifiedwithprimarysources.Thepublishershallnotbeliableforanyloss,actions,claims,proceedings,demand,orcostsordamageswhatso
7、everorhowsoevercausedarisingdirectlyorindirectlyinconnectionwithorarisingoutoftheuseofthismaterial.QuantitativeFinance,Vol.12,No.12,December2012,1795–1809DeterminantsofoilfuturespricesandconvenienceyieldsM.A.H.DEMPSTER*yz,ELENAMEDOVAyzandKETANGxyCentreforFinancialResearc
8、h,StatisticalLaboratory,UniversityofCambridge,CentreforMathematicalSciences,CambridgeCB30WB,UKzCambridg
