Commodity futures return predictability and intertemporal asset pricing
Year of publication: |
2023
|
---|---|
Authors: | Cotter, John ; Eyiah-Donkor, Emmanuel ; Potì, Valerio |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 31.2023, p. 1-21
|
Subject: | Asset allocation | Business cycle | Commodity futures return predictability | Intertemporal asset pricing | Out-of-sample forecasts | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection |
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