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Presentation . 2022
License: CC BY
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ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
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Other literature type . 2022
License: CC BY
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Commodity Futures Swap Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 09 Nov 2022Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7308887 , 10.5281/zenodo.7308888

Commodity Futures Swap Model

Abstract

A commodity futures (contract) swap (CFS) is a linear portfolio of forward contracts on commodity futures (contract) (FCCF). An FCCF belongs to the category of arithmetic average forward contracts. Due to the linearity with respect to underlying asset prices, an arithmetic average forward contract is just a linear combination of ordinary forward contracts.

https://finpricing.com/lib/FxAccumulator.html

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Commodity Futures Swap Model

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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