Economic linkages, relative scarcity, and commodity futures returns
Year of publication: |
2013
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Authors: | Casassus, Jaime ; Liu, Peng ; Tang, Ke |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 5, p. 1324-1362
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Subject: | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Korrelation | Correlation | Lagermanagement | Warehouse management | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Theorie | Theory | Großbritannien | United Kingdom | USA | United States | 1995-2010 |
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