The evolution of commodity market financialization : implications for portfolio diversification
Year of publication: |
2023
|
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Authors: | Fry-McKibbin, Renée ; McKinnon, Kate |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 32.2023, p. 1-20
|
Subject: | Commodity market financialization | Exchange rates | Commodity returns | Equity returns | Commodity currencies | Factor models | Rohstoffmarkt | Commodity market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Rohstoffpreis | Commodity price | Wechselkurs | Exchange rate | Rohstoffderivat | Commodity derivative | Welt | World | Warenbörse | Commodity exchange |
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