Modeling Seasonality in Agricultural Commodity Futures

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Futures Markets
Volume22
Issue number5
Pages (from-to)393-426
Number of pages34
ISSN0270-7314
Publication statusPublished - 2002

Cite this

@article{93ea52b0c02211db9769000ea68e967b,
title = "Modeling Seasonality in Agricultural Commodity Futures",
keywords = "Futures, Vareb{\o}rser, Landbrugspriser",
author = "Carsten S{\o}rensen",
year = "2002",
language = "English",
volume = "22",
pages = "393--426",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley",
number = "5",

}

Modeling Seasonality in Agricultural Commodity Futures. / Sørensen, Carsten.

In: Journal of Futures Markets, Vol. 22, No. 5, 2002, p. 393-426.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Modeling Seasonality in Agricultural Commodity Futures

AU - Sørensen, Carsten

PY - 2002

Y1 - 2002

KW - Futures

KW - Varebørser

KW - Landbrugspriser

M3 - Journal article

VL - 22

SP - 393

EP - 426

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 5

ER -