On the estimation of risk premium in the gold futures market : using the Goldman Sachs Commodity Index (GSCI) approach
Helen Xu, Eric C. Lin and John W. Kensinger
| Year of publication: |
2013
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|---|---|
| Authors: | Xu, Helen ; Lin, Eric C. ; Kensinger, John W. |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 29.2013, p. 103-118
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| Subject: | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | Goldbergbau | Gold mining | Hedging | Edelmetallindustrie | Precious metal industry | Welt | World | 1980-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010405776