Expected returns on commodity ETFs and their underlying assets
Gonzalo Cortazar, Hector Ortega, Joaquin Santa Maria, Eduardo S. Schwartz
| Year of publication: |
2024
|
|---|---|
| Authors: | Cortazar, Gonzalo ; Ortega, Hector ; Santa Maria, Joaquin ; Schwartz, Eduardo S. |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 36.2024, Art.-No. 100439, p. 1-20
|
| Subject: | CFO's surveys | Commodities | ETF | Expected prices | Futures | Oil | Pricing models | Indexderivat | Index derivative | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Warenbörse | Commodity exchange | Ölmarkt | Oil market | Volatilität | Volatility | CAPM | Erwartungsbildung | Expectation formation | Hedging | Welt | World | Rohstoffmarkt | Commodity market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100439 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015162611