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Macroeconomic determinants of commodity returns in financialized markets
Zaremba, Adam, (2014)
Forecasting Commodity Futures Returns : An Economic Value Analysis of Macroeconomic vs. Specific Factors
Guidolin, Massimo, (2018)
Commodity Futures Forecast Returns and Not Prices
Heath, Davidson, (2013)
The predictive power of value-at-risk models in commodity futures markets
Füss, Roland, (2010)
The Predictive Power of Value-at-Risk Models in Commodity Futures Markets
Füss, Roland, (2013)