Exploiting commodity momentum along the futures curves
Wilma de Groot; Dennis Karstanje; Weili Zhou
| Year of publication: |
2014
|
|---|---|
| Authors: | Groot, Wilma de ; Karstanje, Dennis ; Zhou, Weili |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 48.2014, p. 79-93
|
| Subject: | Commodity futures | Momentum | Term structure | Futures curve | Roll yield | Transaction costs | Rohstoffderivat | Commodity derivative | Transaktionskosten | Zinsstruktur | Yield curve | Theorie | Theory | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506936