“Time series momentum” in commodity markets
Year of publication: |
2014
|
---|---|
Authors: | Chevallier, Julien ; Ielpo, Florian |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 40.2014, 7, p. 662-680
|
Publisher: |
Emerald Group Publishing |
Subject: | Breakout strategy | Commodity markets | Time series momentum | Trend following strategy |
-
"Time series momentum" in commodity markets
Chevallier, Julien, (2014)
-
“Time series momentum” in commodity markets
Chevallier, Julien, (2014)
-
Adaptive expectations and commodity risk premiums
Bianchi, Daniele, (2021)
- More ...
-
The Economics of Commodity Markets.
Chevallier, Julien, (2013)
-
Chevallier, Julien, (2009)
-
The economics of commodity markets
Chevallier, Julien, (2013)
- More ...