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Inconvenience yield, or the theory of normal contango

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  • Ilia Bouchouev

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  • Ilia Bouchouev, 2012. "Inconvenience yield, or the theory of normal contango," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1773-1777, December.
    • Handle: RePEc:taf:quantf:v:12:y:2012:i:12:p:1773-1777
    DOI: 10.1080/14697688.2012.723463
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    References listed on IDEAS

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    1. Nicholas Kaldor, 1939. "Speculation and Economic Stability," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 7(1), pages 1-27.
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    Cited by:

    1. Bisht Deepak & Laha, A. K., 2017. "Assessment of Density Forecast for Energy Commodities in Post-Financialization Era," IIMA Working Papers WP 2017-07-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    2. John M. Mulvey, 2012. "Long--short versus long-only commodity funds," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1779-1785, December.
    3. Palao, Fernando & Pardo, Ángel, 2021. "The inconvenience yield of carbon futures," Energy Economics, Elsevier, vol. 101(C).
    4. Jinghong Wu & Ke Xu & Xinwei Zheng & Jian Chen, 2021. "Fractional cointegration in bitcoin spot and futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1478-1494, September.

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