Assessing efficiency and investment opportunities in commodities : a time series and portfolio simulations approach
Fredj Jawadi, Zied Ftiti, Mouna Hdia
| Year of publication: |
August 2017
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|---|---|
| Authors: | Jawadi, Fredj ; Ftiti, Zied ; Hdia, Mouna |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 64.2017, p. 567-588
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| Subject: | Informational efficiency | Commodity markets | Hedging | Portfolio simulations | Time series | Simulation | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.04.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011761313