Are there common factors in individual commodity futures returns?
Charoula Daskalaki; Alexandros Kostakis; George Skiadopoulos
| Year of publication: |
2014
|
|---|---|
| Authors: | Daskalaki, Charoula ; Kostakis, Alexandros ; Skiadopoulos, George |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 346-363
|
| Subject: | Common factors | Commodity-specific factors | Hedging pressure | Inventories | Market segmentation | Principal components analysis | Hedging | Rohstoffderivat | Commodity derivative | Marktsegmentierung | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Hauptkomponentenanalyse | Principal component analysis | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10010402662