Have trend-following signals in commodity futures markets become less reliable in recent years?
Year of publication: |
2021
|
---|---|
Authors: | Auer, Benjamin R. |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 35.2021, 4, p. 533-553
|
Subject: | Trend-following rules | Moving averages | Momentum | Trends | Commodity futures | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange |
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