What drives commodity price variation?
Meng Han, Lammertjan Dam, Walter Pohl
| Year of publication: |
2025
|
|---|---|
| Authors: | Han, Meng ; Dam, Lammertjan ; Pohl, Walter |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 29.2025, 2, p. 315-347
|
| Subject: | convenience yield | commodity price variation | commodity return predictability | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfae043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357651