Essays about: "Unbiased Futures"

Found 1 essay containing the words Unbiased Futures.

  1. 1. Forecasting the Steel Billet Price via Steel Futures Contracts and Convenience Yield: An Empirical Study on the Price Behavior of London Metal Exchange's Steel Billet Product.

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Isaac Xin Zhou; [2012]
    Keywords : Steel; Commodity Study; Unbiased Futures; Convenience Yield; Price Behavior;

    Abstract : This thesis studies the price behavior of a highly important yet unexplored commodity: the steel. The author refers to the theoretical models that are commonly used in other commodity researches: the unbiased futures model (UFM) and the convenience yield model (CYM). READ MORE