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In Contango Versus Backwardation, the Truth May Not be in Convenience: Disequilibrium States and the Spot-Forward Balance in Commodity Markets.
Roger J. Bowden
Peter N. Posch
Published in:
ITQM (2013)
Keyphrases
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spot market
bi directional
electronic commerce
forward and backward
state variables
garch model
decision trees
search algorithm
dynamic programming
state transition
partial knowledge