The skewness of commodity futures returns
Adrian Fernandez-Perez, Bart Frijns, Ana-Maria Fuertes, Joelle Miffre
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Fernandez-Perez, Adrian ; Frijns, Bart ; Fuertes, Ana María ; Miffre, Joëlle |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 86.2018, p. 127-142
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| Subject: | Skewness | Commodities | Futures pricing | Selective hedging | Rohstoffderivat | Commodity derivative | Hedging | Warenbörse | Commodity exchange | Kapitaleinkommen | Capital income | Derivat | Derivative | Schätzung | Estimation | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.06.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011962440