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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. BowdenPeter N. Posch
Published in: ITQM (2013)
Keyphrases
  • spot market
  • bi directional
  • electronic commerce
  • forward and backward
  • state variables
  • garch model
  • decision trees
  • search algorithm
  • dynamic programming
  • state transition
  • partial knowledge