View in EDS PDF Full Text

Energy futures prices: term structure models with Kalman filter estimation.

Saved in:
Bibliographic Details
Title: Energy futures prices: term structure models with Kalman filter estimation.
Authors: Manoliu, Mihaela, Tompaidis, Stathis
Source: Applied Mathematical Finance. Mar2002, Vol. 9 Issue 1, p21-43. 23p.
Database: Mathematics Source
FullText Links:
  – Type: pdflink
Text:
  Availability: 0
Header DbId: msf
DbLabel: Mathematics Source
An: 6934041
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Energy futures prices: term structure models with Kalman filter estimation.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Manoliu%2C+Mihaela%22">Manoliu, Mihaela</searchLink><br /><searchLink fieldCode="AR" term="%22Tompaidis%2C+Stathis%22">Tompaidis, Stathis</searchLink>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Applied+Mathematical+Finance%22">Applied Mathematical Finance</searchLink>. Mar2002, Vol. 9 Issue 1, p21-43. 23p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=6934041
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/13504860210126227
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 23
        StartPage: 21
    Titles:
      – TitleFull: Energy futures prices: term structure models with Kalman filter estimation.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Manoliu, Mihaela
      – PersonEntity:
          Name:
            NameFull: Tompaidis, Stathis
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 03
              Text: Mar2002
              Type: published
              Y: 2002
          Identifiers:
            – Type: issn-print
              Value: 1350486X
          Numbering:
            – Type: volume
              Value: 9
            – Type: issue
              Value: 1
          Titles:
            – TitleFull: Applied Mathematical Finance
              Type: main
ResultId 1