Are there common factors in individual commodity futures returns?
Year of publication: |
2014
|
---|---|
Authors: | Daskalaki, Charoula ; Kostakis, Alexandros ; Skiadopoulos, George |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 346-363
|
Subject: | Common factors | Commodity-specific factors | Hedging pressure | Inventories | Market segmentation | Principal components analysis | Hauptkomponentenanalyse | Principal component analysis | Rohstoffderivat | Commodity derivative | Hedging | Marktsegmentierung |
-
Are there common factors in individual commodity futures returns?
Daskalaki, Charoula, (2014)
-
Hedging the risk of an energy futures portfolio
Alexander, Carol, (2008)
-
Common factors, principal components analysis, and the term structure of interest rates
Juneja, Januj, (2012)
- More ...
-
Are there common factors in individual commodity futures returns?
Daskalaki, Charoula, (2014)
-
Are There Common Factors in Individual Commodity Futures Returns?
Daskalaki, Charoula, (2013)
-
Are There Common Factors in Individual Commodity Futures Returns?
Daskalaki, Charoula, (2013)
- More ...