Exploiting commodity momentum along the futures curves
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Han, Yufeng & Hu, Ting & Yang, Jian, 2016. "Are there exploitable trends in commodity futures prices?," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 214-234.
- repec:eee:finana:v:58:y:2018:i:c:p:52-68 is not listed on IDEAS
- Miffre, Joëlle, 2016. "Long-short commodity investing: A review of the literature," Journal of Commodity Markets, Elsevier, vol. 1(1), pages 3-13.
More about this item
KeywordsCommodity futures; Momentum; Term structure; Futures curve; Roll yield; Transaction costs;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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