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

Research output: Contribution to conference › Paper › peer-review

Original language	English
Publication status	Published - 1 Jul 2021
Externally published	Yes
Event	2021 AFAANZ Virtual Conference - Duration: 5 Jul 2021 → 7 Jul 2021 https://www.afaanz.org/2021-afaanz-virtual-conference

Conference

Conference	2021 AFAANZ Virtual Conference
Period	5/07/21 → 7/07/21
Internet address	https://www.afaanz.org/2021-afaanz-virtual-conference

Cite this

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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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day = "1",

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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 -