Commodity option return predictability
Constant Aka, Marie-Hélène Gagnon, Gabriel J. Power
| Year of publication: |
2025
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|---|---|
| Authors: | Aka, Constant ; Gagnon, Marie-Hélène ; Power, Gabriel J. |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 10, p. 1544-1578
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| Subject: | commodity options | forecasts | machine learning | option returns | predictability | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Künstliche Intelligenz | Artificial intelligence | Warenbörse | Commodity exchange | Optionsgeschäft | Option trading | Prognose | Forecast | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22614 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464901