Parameterized Calendar Correlations: Decoding Oil and Beyond

Roza Galeeva; Thomas Haversang

doi:10.3905/jod.2019.1.093

Parameterized Calendar Correlations: Decoding Oil and Beyond

Roza Galeeva and Thomas Haversang

The Journal of Derivatives Spring 2020, 27 (3) 7-25; DOI: https://doi.org/10.3905/jod.2019.1.093

Roza Galeeva

is a research professor at the NYU Tandon School of Engineering in Brooklyn NY

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Thomas Haversang

is a graduate of the NYU Tandon School of Engineering in Brooklyn NY

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The Journal of Derivatives

Vol. 27, Issue 3

Spring 2020

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Parameterized Calendar Correlations: Decoding Oil and Beyond