Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research

Thomas Aspinall; Adrian Gepp; Geoffrey Harris; Simone Kelly; Colette Southam; Bruce J Vanstone

Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research

Thomas Aspinall
, Adrian Gepp
, Geoffrey Harris
, Simone Kelly
, Colette Southam
, Bruce J Vanstone

Bond University

Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Statws	Cyhoeddwyd - 1 Gorff 2021
Cyhoeddwyd yn allanol	Ie
Digwyddiad	2021 AFAANZ Virtual Conference - Hyd: 5 Gorff 2021 → 7 Gorff 2021 https://www.afaanz.org/2021-afaanz-virtual-conference

Cynhadledd

Cynhadledd	2021 AFAANZ Virtual Conference
Cyfnod	5/07/21 → 7/07/21
Cyfeiriad rhyngrwyd	https://www.afaanz.org/2021-afaanz-virtual-conference

Dyfynnu hyn

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title = "Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research",

author = "Thomas Aspinall and Adrian Gepp and Geoffrey Harris and Simone Kelly and Colette Southam and Vanstone, \{Bruce J\}",

note = "2021 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Virtual Conference, AFAANZ ; Conference date: 05-07-2021 Through 07-07-2021; 2021 AFAANZ Virtual Conference ; Conference date: 05-07-2021 Through 07-07-2021",

year = "2021",

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TY - CONF

T1 - Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research

AU - Aspinall, Thomas

AU - Gepp, Adrian

AU - Harris, Geoffrey

AU - Kelly, Simone

AU - Southam, Colette

AU - Vanstone, Bruce J

N1 - 2021 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Virtual Conference, AFAANZ ; Conference date: 05-07-2021 Through 07-07-2021

PY - 2021/7/1

Y1 - 2021/7/1

M3 - Paper

T2 - 2021 AFAANZ Virtual Conference

Y2 - 5 July 2021 through 7 July 2021

ER -