The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
Adam Makkonen, Daniel Vallström, Gazi Salah Uddin, Md Lutfur Rahman, Michel Ferreira Cardia Haddad
| Year of publication: |
2021
|
|---|---|
| Authors: | Makkonen, Adam ; Vallström, Daniel ; Uddin, Mohammed Gazi Salah ; Rahman, Md Lutfur ; Haddad, Michel Ferreira Cardia |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 100.2021, p. 1-15
|
| Subject: | Agricultural commodity futures | Macroeconomic fundamentals | Portfolio management | Quantile regression | Temperature anomaly | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Welt | World | Wetter | Weather | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105377 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012990253