Questions tagged [commodities]
109 questions
10
votes
2 answers
How to model natural gas forward price?
I'm looking to learn about gas price modeling, in particular models of forward prices.
I've studied "classical" mathematical finance, fixed income theory etc.
What are good references for stylized facts about gas modeling, successful models and…
htd
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What is the need of commodity swap if commodity forwards are available?
I am just trying to understand that if commodity forwards are available, what is the use of a commodity swap. If a farmer wants to hedge his risk, he can do it via entering into a commodity forward, why is the commodity swap required at all ?
userx
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2 answers
Where can one find the daily prices of commodity futures of multiple maturities and time to expiration of the contracts?
I'm currently working on an algorithm to estimate implied spot prices on commodity futures using a pretty old paper (Schwartz 1997).
My algorithm works just fine, I just need to run the data to optimize the parameters - it's a Kalman filtration…
Tryrshaugh
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0
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1 answer
Where can I find good resources to learn about Factor Investing in Commodities Market?
I’m fairly new to Commodities and would like to learn more about how factor strategies work in this space. Does anyone have good guides/references to recommend?
Thanks
Ile
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