Macroeconomic factors and the cross-section of commodity futures returns
Hua Shang, Ping Yuan, Lin Huang
| Year of publication: |
September 2016
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|---|---|
| Authors: | Shang, Hua ; Ping, Yuan ; Huang, Lin |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 45.2016, p. 316-332
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| Subject: | Commodity futures returns | Macroeconomic variables | Real exchange rate | Risk premium | Rohstoffderivat | Commodity derivative | Risikoprämie | Kapitaleinkommen | Capital income | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.06.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626418