International Journal of Financial Engineering and Risk Management

Barone-Adesi, G. and Geman, Hélyette and Theal, J. (2014) On the lease rate, convenience yield and speculative effects in the gold futures market. International Journal of Financial Engineering and Risk Management 1 (3), pp. 282-307. ISSN 2049-0917.

Quantitative Finance

Barone-Adesi, G. and Geman, Hélyette and Theal, J. (2009) On the lease rate, convenience yield and speculative effects in the gold futures market. Working Paper. Swiss Finance Institute, Switzerland.