Predicting volatility using the term structure curves of commodity futures

Additional Metadata
Keywords	Volatility; Futures; Commodities; term-structure curve; Nelson-Siegel; prediction; price curve
Thesis Advisor	Kleen, O
Persistent URL	hdl.handle.net/2105/72994
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Hogenhout, H.C.J. (2024, May 31). Predicting volatility using the term structure curves of commodity futures. Econometrie. Retrieved from http://hdl.handle.net/2105/72994

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