A Proposal to Fix the Number of Factors on Modeling the Dynamics of Futures Contracts on Commodity Prices
A García-Mirantes, B Larraz, J Población - Mathematics, 2020 - mdpi.com
In the literature on modeling commodity futures prices, we find that the stochastic behavior of
the spot price is a response to between one and four factors, including both short-and long …
the spot price is a response to between one and four factors, including both short-and long …