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 APA Style APA-ALL Style AAA 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). Predicting volatility using the term structure curves of commodity futures. In Econometrie.http://hdl.handle.net/2105/72994

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