Title:

A Contango-Constrained Model for Storable Commodity Prices

Authors:

Diana Ribeiro (U Warwick)
Stewart Hodges (U Warwick)

Journal:

Journal of Futures Markets

Year:

2005

Volume:

25

Pages:

1025-1044

JEL codes:

L71 - Mining, Extraction, and Refining: Hydrocarbon Fuels
Q41 - Demand and Supply
G13 - Contingent Pricing; Futures Pricing