Commodity futures return predictability and intertemporal asset pricing
John Cotter, Emmanuel Eyiah-Donkor, Valerio Potì
| Year of publication: |
2023
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|---|---|
| Authors: | Cotter, John ; Eyiah-Donkor, Emmanuel ; Potì, Valerio |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 31.2023, p. 1-21
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| Subject: | Asset allocation | Business cycle | Commodity futures return predictability | Intertemporal asset pricing | Out-of-sample forecasts | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Theorie | Theory | Konjunktur | Schätzung | Estimation | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2022.100289 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477804