Agricultural commodity futures trading based on cross-country rolling quantile return signals
Huayun Jiang, Neda Todorova, Eduardo Roca and Jen-Je Su
| Year of publication: |
2019
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|---|---|
| Authors: | Jiang, Huayun ; Todorova, Neda ; Roca, Eduardo ; Su, Jen-je |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 8, p. 1373-1390
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| Subject: | Agricultural market | Profitability | Quantiles | Spillovers | Trading strategies | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Agraraußenhandel | International agricultural trade | Warenbörse | Commodity exchange | Agrarmarkt | Agrarprodukt | Agricultural product | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1571682 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194793