Return seasonality in commodity futures
Yan Li, Qingfu Liu, Deyu Miao, Yiuman Tse
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Yan ; Liu, Qingfu ; Miao, Deyu ; Tse, Yiuman |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 448-462
|
| Subject: | Adaptive market hypothesis | Asset pricing | Commodity futures | Market efficiency | Return seasonality | Rohstoffderivat | Commodity derivative | Effizienzmarkthypothese | Efficient market hypothesis | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | Börsenkurs | Share price | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.04.038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535578