Determinants and predictability of commodity producer returns
Qiao Wang, Ronald Balvers
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Qiao ; Balvers, Ronald J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 133.2021, p. 1-16
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| Subject: | Commodity price risk | Commodity producers | Cost of capital determination | Hotelling valuation principle | Nonrenewable resources | Predictability | Production-based asset pricing | Stock return | Theorie | Theory | Kapitaleinkommen | Capital income | CAPM | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Kapitalkosten | Cost of capital | Erschöpfbare Ressourcen | Exhaustible resources | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106278 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013256637