Capturing the risk premium of commodity futures : the role of hedging pressure
Year of publication: |
2013
|
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Authors: | Basu, Devraj ; Miffre, Joëlle |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 7, p. 2652-2664
|
Subject: | Commodity risk premium | Hedging pressure | Term structure | Momentum | Risikoprämie | Risk premium | Hedging | Rohstoffderivat | Commodity derivative | Zinsstruktur | Yield curve | Warenbörse | Commodity exchange |
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