Understanding momentum in commodity markets
Julien Chevallier, Mathieu Gatumel and Florian Ielpo
| Year of publication: |
2013
|
|---|---|
| Authors: | Chevallier, Julien ; Gatumel, Mathieu ; Ielpo, Florian |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 13/15, p. 1383-1402
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| Subject: | Momentum | commodities | Markov-switching | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Anlageverhalten | Behavioural finance | Markov-Kette | Markov chain | Welt | World | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection | Warenbörse | Commodity exchange | Kapitaleinkommen | Capital income | Rohstoffpreis | Commodity price | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| 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/10010203400