Probability weighting in commodity futures markets
Jun Yuan, Qi Xu, Ying Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Yuan, Jun ; Xu, Qi ; Wang, Ying |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 4, p. 516-548
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| Subject: | commodity futures | cross-sectional return predictability | probability weighting | prospect theory | Rohstoffderivat | Commodity derivative | Prospect Theory | Prospect theory | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Warenbörse | Commodity exchange | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22400 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014293131