Abstract
In this chapter we outline the basic concepts and instruments related to commodities. For a more detailed introduction, we refer to [22, 75].
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Notes
- 1.
Actually, the diversification is limited for most of the commodity indices. Energy often represents a heavy weight.
- 2.
Source: extracted from Intercontinental Exchange (ICE) Website.
References
Clark, I.J.: Commodity Option Pricing – A Practitioner’s Guide, 1st edn. Wiley Finance, Chichester (2014)
Schofield, N.C.: Commodity Derivatives: Markets and Applications, 1st edn. Wiley Finance, Chichester (2007)
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Chan, R.H., Guo, Y.Z., Lee, S.T., Li, X. (2019). Commodities. In: Financial Mathematics, Derivatives and Structured Products. Springer, Singapore. https://doi.org/10.1007/978-981-13-3696-6_5
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DOI: https://doi.org/10.1007/978-981-13-3696-6_5
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