Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research

Thomas Aspinall; Adrian Gepp; Geoffrey Harris; Simone Kelly; Colette Southam; Bruce J Vanstone

Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research

Thomas Aspinall, Adrian Gepp, Geoffrey Harris, Simone Kelly, Colette Southam, Bruce J Vanstone

Research output: Contribution to conference › Poster › Research › peer-review

483 Downloads (Pure)

Original language	English
Publication status	Unpublished - Jul 2021
Event	2021 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Virtual Conference - Virtual Duration: 5 Jul 2021 → 7 Jul 2021 Conference number: 2021 https://www.afaanz.org/2021-afaanz-virtual-conference

Conference

Conference	2021 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Virtual Conference
Abbreviated title	AFAANZ
Period	5/07/21 → 7/07/21
Internet address	https://www.afaanz.org/2021-afaanz-virtual-conference

Access to Document

Poster- Modelling Oil and Copper Commodity Prices Through Term Structure EstimationAccepted author manuscript, 227 KBLicence: CC BY-NC-ND
2021 AFAANZ Conference ProgramFinal published version, 2.34 MBLicence: Free to read

Cite this

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title = "Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research",

author = "Thomas Aspinall and Adrian Gepp and Geoffrey Harris and Simone Kelly and Colette Southam and Vanstone, {Bruce J}",

year = "2021",

month = jul,

language = "English",

note = "2021 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Virtual Conference, AFAANZ ; Conference date: 05-07-2021 Through 07-07-2021",

url = "https://www.afaanz.org/2021-afaanz-virtual-conference",

}

Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research. / Aspinall, Thomas; Gepp, Adrian; Harris, Geoffrey et al.
2021. Poster session presented at 2021 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Virtual Conference.

Research output: Contribution to conference › Poster › Research › peer-review

TY - CONF

T1 - Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research

AU - Aspinall, Thomas

AU - Gepp, Adrian

AU - Harris, Geoffrey

AU - Kelly, Simone

AU - Southam, Colette

AU - Vanstone, Bruce J

N1 - Conference code: 2021

PY - 2021/7

Y1 - 2021/7

M3 - Poster

T2 - 2021 Accounting and Finance Association of Australia and New Zealand (AFAANZ) Virtual Conference

Y2 - 5 July 2021 through 7 July 2021

ER -