Commodity momentum decomposition
Yasuhiro Iwanaga, Ryuta Sakemoto
| Year of publication: |
2023
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|---|---|
| Authors: | Iwanaga, Yasuhiro ; Sakemoto, Ryuta |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 2, p. 198-216
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| Subject: | commodity futures | decomposition | momentum | Rohstoffderivat | Commodity derivative | Dekompositionsverfahren | Decomposition method | Kapitaleinkommen | Capital income | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Anlageverhalten | Behavioural finance | Momentenmethode | Method of moments | Welt | World | Schätzung | Estimation | Rohstoffpreis | Commodity price | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22382 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292998