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Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj; Miffre, Joëlle - In: Journal of banking & finance 37 (2013) 7, pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
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The performance of simple dynamic commodity strategies
Basu, Devraj; Miffre, Joëlle - In: The journal of alternative investments 16 (2013/14) 1, pp. 9-18
Persistent link: https://www.econbiz.de/10009782762