Filters
  • Collections
  • Group objects
  • File type
  • Date

Search for: [Abstrakt = "The volatility of prices is one of the most important parameters in the technical analysis of assets on the financial and commodity markets as well as the major indicator of interest for the investors. For mineral commodities, apart from price volatility, it is the convenience yield which plays a significant role. The two parameters are the key\-variables used in forecasting commodity prices and real option pricing models. The paper makes an attempt to estimate historical volatility of prices and the convenience yield for zinc and lead relying upon data for years 2001\-2008."]

Number of results: 1

Items per page:

This page uses 'cookies'. More information