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In dieser Arbeit untersuchen wir die wichtigsten empirischen Eigenschaften von mehreren Zeitreihen, die die Raffineriespanne (oder die Rissausbreitung) messen, wobei eine umfangreiche Datenbank an WTI-, Heizöl - und bleifreien Benzin-Futures-Preisen auf der NYMEX gehandelt wird.

Analyse der Dynamik der Raffinerie Marge: Implikationen für Bewertung und Hedging Zusammenfassung des Abstracts Zusammenfassung ABSTRAKT: Es ist bekannt, dass Marktpreisrisiken eine wichtige Rolle bei der Bewertung von Rohstoffderivaten spielen.

Es gibt eine umfangreiche Literatur, die zeigt, dass die Marktpreise des Risikos durch die Zeit variieren.

Heaven Sent Stamp Stickers 9783456818665 3456818661 Clinical Handbook of Psychotropic Drugs 9781897151280 1897151284 The P-Town Murders, Jeffrey Round 9781604743661 1604743662 Callout, Nikki Ivey 9781847037442 1847037445 A Guide to European Union Law, P. 6, Alfred Publishing 9780077234973 0077234979 Ipod Content Installer Dvd to Accompany, Brewer 9783639051032 3639051033 The Role of Social Networks in Sleep, Maria Nordin 9780091922160 009192216X Christine Hill's Pregnancy Guide - The Essential Handbook for All Expectant Mothers, Christine Hill 9789275124482 9275124485 Paho Health Promoting Schools 9780911239157 0911239154 Language and writing in ancient Egypt, David P Silverman 9781408100608 1408100606 Understanding Shapes and Measures: Ages 4-5, Hilary Koll, Steve Mills 9781853818424 1853818429 Wild Children, Mary Medlicott 9788408062189 8408062182 Lonely Planet India, Sarina Singh, Joe Bindloss, Paul Clammer, ... Biographical Dictionary 9780947009304 0947009302 Land Reform in South Africa - A Black Perspective, Essy Letsoalo 9781853174322 1853174327 Mgmt Bip Disorder, Montgomery 9780760303764 0760303762 Caboose, Mike Schafer 9780440218715 0440218713 Dell Crossword Dictionary, Ed Wayne Williams 9780070428560 0070428565 Geodesic Airolite Boats, Platt Monfort 9781853199509 1853199508 Icc Business Ratio Report - Management Consultants 9789654941587 9654941589 Astonishing Facts About Coffee - A Cultural History from Around the World, Ed S. Shipley 9780946980413 0946980411 Usquebaugh, Howard Wright 9780953695157 0953695158 Brum Rocked on, Laurie Hornsby 9780947773229 0947773223 Private Owner Wagons, v. Hatter 9780947833985 0947833986 Partners of Pests, Carol Moore 9780245604737 0245604731 Harrap's Combined Science Mini Dictionary 9780679005407 0679005404 Boston, Eugene Fodor 9780826412157 0826412157 Common Ground, Laurence Freeman 9780881652383 0881652385 Public debt, external competitiveness, and fiscal discipline in developing countries, Helmut Reisen 9780897932912 0897932919 I Can Make My World a Safer Place - A Kids Book about Stopping Violence, Paul Kivel, Nancy Gorrell 9781587620164 1587620162 Bigwig Briefs - Online Advertising: Industry Experts Reveal the Secrets to Successful Online Advertising Programs, Aspatore Books 9780624042716 0624042715 Ons Wag Op Die Kaptein, Elsa Joubert 9780004707020 0004707028 Letter Writing 9780062506641 0062506641 Is it a Choice?

Milton 9781603700115 1603700110 The Name of the Game, Willa Okati 9780713135428 0713135425 Vehicle and Engine Technology, Heinz Heisler 9780906672785 0906672783 The Sixty-four Seasons, James Russell 9781595328311 1595328319 I Luv Halloween, v. 1, Andrew Marshall 9780948820052 0948820055 Miles Davis, Barry Mc Rae 9780553219135 0553219138 Loveswept 284: Emerald Sunshine, Fayrene Preston 9780954235901 0954235908 A Very Personal Computer - A Strange Autobiography, Bryan Henry Joyce 9780553273595 0553273590 Troublemaker, Francine Pascal 9780954495626 0954495624 Quest for Unity - With Silver Voice and the Trickster, Kirsten Bolwig 9780553293432 0553293435 The Stars, Like Dust, Isaac Asimov 9780948684012 0948684011 First Things, Lizzie Spring 9780340197356 0340197358 Book of Boudoir Beauties, Ronnie Barker 9780966785715 0966785711 My Son Jimi, James A Hendrix 9780553158250 0553158252 Sweet Valley Trick or Treat, Molly Mia Stewart 9780553484670 0553484672 The Splat in the Hat, Pat Pollari 9780534503635 0534503632 Selected Chapters from Earth Science Today, Brendan Murphy, Damian Nance 9780574186058 0574186050 Delta Products Case Study, Marjorie Leeson 9780548504895 054850489X A Red Wallflower, Susan Warner 9781899987214 1899987215 In Search of Community Identity, K. - Answers to 300 of the Most Frequently Asked Questions About Gays and Lesbians, Eric Marcus 9780805950458 0805950451 A Boy Named Jimmy, Charles D.

In dieser Arbeit untersuchen wir die wichtigsten empirischen Eigenschaften von mehreren Zeitreihen, die die Raffineriespanne (oder die Rissausbreitung) messen, wobei eine umfangreiche Datenbank an WTI-, Heizöl - und bleifreien Benzin-Futures-Preisen auf der NYMEX gehandelt wird.

Analyse der Dynamik der Raffinerie Marge: Implikationen für Bewertung und Hedging Zusammenfassung des Abstracts Zusammenfassung ABSTRAKT: Es ist bekannt, dass Marktpreisrisiken eine wichtige Rolle bei der Bewertung von Rohstoffderivaten spielen.

Es gibt eine umfangreiche Literatur, die zeigt, dass die Marktpreise des Risikos durch die Zeit variieren.

Heaven Sent Stamp Stickers 9783456818665 3456818661 Clinical Handbook of Psychotropic Drugs 9781897151280 1897151284 The P-Town Murders, Jeffrey Round 9781604743661 1604743662 Callout, Nikki Ivey 9781847037442 1847037445 A Guide to European Union Law, P. 6, Alfred Publishing 9780077234973 0077234979 Ipod Content Installer Dvd to Accompany, Brewer 9783639051032 3639051033 The Role of Social Networks in Sleep, Maria Nordin 9780091922160 009192216X Christine Hill's Pregnancy Guide - The Essential Handbook for All Expectant Mothers, Christine Hill 9789275124482 9275124485 Paho Health Promoting Schools 9780911239157 0911239154 Language and writing in ancient Egypt, David P Silverman 9781408100608 1408100606 Understanding Shapes and Measures: Ages 4-5, Hilary Koll, Steve Mills 9781853818424 1853818429 Wild Children, Mary Medlicott 9788408062189 8408062182 Lonely Planet India, Sarina Singh, Joe Bindloss, Paul Clammer, ... Biographical Dictionary 9780947009304 0947009302 Land Reform in South Africa - A Black Perspective, Essy Letsoalo 9781853174322 1853174327 Mgmt Bip Disorder, Montgomery 9780760303764 0760303762 Caboose, Mike Schafer 9780440218715 0440218713 Dell Crossword Dictionary, Ed Wayne Williams 9780070428560 0070428565 Geodesic Airolite Boats, Platt Monfort 9781853199509 1853199508 Icc Business Ratio Report - Management Consultants 9789654941587 9654941589 Astonishing Facts About Coffee - A Cultural History from Around the World, Ed S. Shipley 9780946980413 0946980411 Usquebaugh, Howard Wright 9780953695157 0953695158 Brum Rocked on, Laurie Hornsby 9780947773229 0947773223 Private Owner Wagons, v. Hatter 9780947833985 0947833986 Partners of Pests, Carol Moore 9780245604737 0245604731 Harrap's Combined Science Mini Dictionary 9780679005407 0679005404 Boston, Eugene Fodor 9780826412157 0826412157 Common Ground, Laurence Freeman 9780881652383 0881652385 Public debt, external competitiveness, and fiscal discipline in developing countries, Helmut Reisen 9780897932912 0897932919 I Can Make My World a Safer Place - A Kids Book about Stopping Violence, Paul Kivel, Nancy Gorrell 9781587620164 1587620162 Bigwig Briefs - Online Advertising: Industry Experts Reveal the Secrets to Successful Online Advertising Programs, Aspatore Books 9780624042716 0624042715 Ons Wag Op Die Kaptein, Elsa Joubert 9780004707020 0004707028 Letter Writing 9780062506641 0062506641 Is it a Choice?

Milton 9781603700115 1603700110 The Name of the Game, Willa Okati 9780713135428 0713135425 Vehicle and Engine Technology, Heinz Heisler 9780906672785 0906672783 The Sixty-four Seasons, James Russell 9781595328311 1595328319 I Luv Halloween, v. 1, Andrew Marshall 9780948820052 0948820055 Miles Davis, Barry Mc Rae 9780553219135 0553219138 Loveswept 284: Emerald Sunshine, Fayrene Preston 9780954235901 0954235908 A Very Personal Computer - A Strange Autobiography, Bryan Henry Joyce 9780553273595 0553273590 Troublemaker, Francine Pascal 9780954495626 0954495624 Quest for Unity - With Silver Voice and the Trickster, Kirsten Bolwig 9780553293432 0553293435 The Stars, Like Dust, Isaac Asimov 9780948684012 0948684011 First Things, Lizzie Spring 9780340197356 0340197358 Book of Boudoir Beauties, Ronnie Barker 9780966785715 0966785711 My Son Jimi, James A Hendrix 9780553158250 0553158252 Sweet Valley Trick or Treat, Molly Mia Stewart 9780553484670 0553484672 The Splat in the Hat, Pat Pollari 9780534503635 0534503632 Selected Chapters from Earth Science Today, Brendan Murphy, Damian Nance 9780574186058 0574186050 Delta Products Case Study, Marjorie Leeson 9780548504895 054850489X A Red Wallflower, Susan Warner 9781899987214 1899987215 In Search of Community Identity, K. - Answers to 300 of the Most Frequently Asked Questions About Gays and Lesbians, Eric Marcus 9780805950458 0805950451 A Boy Named Jimmy, Charles D.

9780755335503 0755335503 The Drop-off, Patrick Quinlan 9781557508058 1557508054 E-Boat Alert - Defending the Normandy Invasion Fleet, James Foster Tent 9780688064426 0688064426 Tyrannosaurus Was a Beast - Dinosaur Poems, Jack Prelutsky, Arnold Lobel 4710810689819 Beijing: Travel Lounge Art Music, Various Artists 4547366032543 Really Rosie, King Carole 9781903708231 1903708230 Nogmania - Companion Edition to Four Tales of the Northlands, Oliver Postgate, Peter Firmin 4943674053650 Over Counter Culture, Ordinary Boys 803847107020 0803847107020 To Keep Me from Sinking, Means 9781594602610 1594602611 Mastering Evidence, Ronald W. Mathijsen 9781429216074 1429216077 Exploring Psychology in Modules, David G. 5-Club Ac30, Club Ac30 9781601421265 1601421265 Sir Dalton and the Shadow Heart, Chuck Black 9781414251509 1414251505 The Works of E. Roe - V3, Edward Payson Roe 9780548792216 0548792216 The Golden Treasury of Irish Songs and Lyrics (1907), Charles Welsh 9780470061015 0470061014 Cervical Cancer - A Guide for Nurses, Ruth Dunleavey 9781933790602 1933790601 2010 Cowboy Classic Calendar, David R Stoecklein 9789584217202 9584217208 Jesus de Nazaret, Joseph Ratzinger 9781408303108 1408303108 Izzy the Indigo Fairy, Daisy Meadows 9780931846861 0931846862 And Silent Left the Place, Elizabeth Bruce 6001212158934 Pelo Egopotshe Lebowa, Johannes Mohlala 9781436348607 1436348609 Fancy Pants Goes West!