The predictive performance of commodity futures risk factors
Year of publication: |
October 2016
|
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Authors: | Ahmed, Shamim ; Tsvetanov, Daniel |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 71.2016, p. 20-36
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Subject: | Commodity markets | Futures pricing | Out-of-sample predictability | Economic value | Time series | Econometric models | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Warenbörse | Commodity exchange | Schätzung | Estimation | Rohstoffmarkt | Commodity market |
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