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Keywords: Spot prices
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Journal Articles
Management of Environmental Quality: An International Journal (2011) 22 (5): 550–565.
Published: 09 August 2011
... are examined to show evidence for significant negative risk premium, or a positive forward premium. A positive relationship between risk premium and time-to-maturity is found. Both financial concepts are found to be negatively affected by spot price volatility. Convenience yield is positively influenced...
