A new strategy using term-structure dynamics of commodity futures
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 |
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