Backwardation isn’t just a pricing anomaly — it’s an opportunity.
By procuring futures smartly, firms minimize expected procurement costs.
Mathematical derivation reveals the optimal strategy x∗=F−1((pˉ−p)/pˉ)x^* = F^{-1}((p̄ – p)/p̄)x∗=F−1((pˉ −p)/pˉ ).
Efficient procurement through probabilistic insight.
🌟 Follow us on LinkedIn! https://www.linkedin.com/company/clever-project/?viewAsMember=true
🌟 Check the updates from the website: www.cleverproject.eu 🌟 Full paper in: https://zenodo.org/records/15124064
We use cookies to ensure that we give you the best experience on our website.