Commodity markets, long-run predictability, and intertemporal pricing
Adrian Fernandez-Perez, Ana-Maria Fuertes, and Joelle Miffre
| Year of publication: |
May 2017
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|---|---|
| Authors: | Fernandez-Perez, Adrian ; Fuertes, Ana María ; Miffre, Joëlle |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 3, p. 1159-1188
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| Subject: | Commodities | Backwardation | Contango | Long-Run Predictability | Intertemporal Pricing | Theorie | Theory | Prognoseverfahren | Forecasting model | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfw034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803799