The geopolitical risk premium in the commodity futures market
Year of publication: |
2023
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Authors: | Cheng, Daxuan ; Liao, Yin ; Pan, Zheyao |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 8, p. 1069-1090
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Subject: | commodity futures | cross-section return | geopolitical risk | geopolitical threats | risk premium | Risikoprämie | Risk premium | Geopolitik | Geopolitics | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Welt | World | Kapitaleinkommen | Capital income |
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