Asymmetric commodity tails and index futures returns

Yuanzhi Wang, Xinbei Wei, Qunzi Zhang

Year of publication:	2025
Authors:	Wang, Yuanzhi ; Wei, Xinbei ; Zhang, Qunzi
Subject:	commodity return \| index futures \| return predictability \| tail risk \| Index-Futures \| Index futures \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Rohstoffderivat \| Commodity derivative \| Welt \| World \| Schätzung \| Estimation

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