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Analyzing Oil Futures with a Dynamic Nelson-Siegel Model

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Standard

Analyzing Oil Futures with a Dynamic Nelson-Siegel Model. / Hansen, Niels Strange; Lunde, Asger.

In: Journal of Futures Markets, Vol. 36, No. 2, 2016, p. 153-173.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Harvard

Hansen, NS & Lunde, A 2016, 'Analyzing Oil Futures with a Dynamic Nelson-Siegel Model', Journal of Futures Markets, vol. 36, no. 2, pp. 153-173. https://doi.org/10.1002/fut.21713

APA

Hansen, N. S., & Lunde, A. (2016). Analyzing Oil Futures with a Dynamic Nelson-Siegel Model. Journal of Futures Markets, 36(2), 153-173. https://doi.org/10.1002/fut.21713

CBE

Hansen NS, Lunde A. 2016. Analyzing Oil Futures with a Dynamic Nelson-Siegel Model. Journal of Futures Markets. 36(2):153-173. https://doi.org/10.1002/fut.21713

MLA

Hansen, Niels Strange and Asger Lunde. "Analyzing Oil Futures with a Dynamic Nelson-Siegel Model". Journal of Futures Markets. 2016, 36(2). 153-173. https://doi.org/10.1002/fut.21713

Vancouver

Hansen NS, Lunde A. Analyzing Oil Futures with a Dynamic Nelson-Siegel Model. Journal of Futures Markets. 2016;36(2):153-173. https://doi.org/10.1002/fut.21713

Author

Hansen, Niels Strange ; Lunde, Asger. / Analyzing Oil Futures with a Dynamic Nelson-Siegel Model. In: Journal of Futures Markets. 2016 ; Vol. 36, No. 2. pp. 153-173.

Bibtex

@article{865b2fbec1ac411d82c421130c813325,
title = "Analyzing Oil Futures with a Dynamic Nelson-Siegel Model",
author = "Hansen, {Niels Strange} and Asger Lunde",
year = "2016",
doi = "10.1002/fut.21713",
language = "English",
volume = "36",
pages = "153--173",
journal = "The Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley",
number = "2",

}

RIS

TY - JOUR

T1 - Analyzing Oil Futures with a Dynamic Nelson-Siegel Model

AU - Hansen, Niels Strange

AU - Lunde, Asger

PY - 2016

Y1 - 2016

U2 - 10.1002/fut.21713

DO - 10.1002/fut.21713

M3 - Journal article

VL - 36

SP - 153

EP - 173

JO - The Journal of Futures Markets

JF - The Journal of Futures Markets

SN - 0270-7314

IS - 2

ER -