A new strategy using term-structure dynamics of commodity futures
Soo-Hyun Kim; Hyoung-Goo Kang
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Soo-hyun ; Kang, Hyoung Goo |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 3, p. 282-288
|
| Subject: | Commodity | Futures | Backwardation | Contango | Momentum | Term structure dynamic-slope strategy | Rohstoffderivat | Commodity derivative | Zinsstruktur | Yield curve | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010441845