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1
Hedging with commodity futures and the end of
normal
backwardation
Güntner, Jochen
;
Karner, Benjamin
-
2020
. We argue that the "
normal
backwardation
" in commodity markets has broken down during our sample period. …
Persistent link: https://www.econbiz.de/10012662703
Saved in:
2
Hedging with commodity futures and the end of
normal
backwardation
Güntner, Jochen
;
Karner, Benjamin
-
2020
. We argue that the "
normal
backwardation
" in commodity markets has broken down during our sample period. …
Persistent link: https://www.econbiz.de/10012308479
Saved in:
3
Functional effectiveness of commodity futures market : a comparative assessment of agricultural and metal commodities
Rout, Bhabani Sankar
;
Das, Nupur Moni
;
Rao, Kode …
- In:
Paradigm : the journal of Institute of Management Technology
25
(
2021
)
1
,
pp. 42-60
Persistent link: https://www.econbiz.de/10012590465
Saved in:
4
Which risk factors drive oil futures price curves?
Ames, Matthew
;
Bagnarosa, Guillaume
;
Matsui, Tomoko
; …
- In:
Energy economics
87
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
Saved in:
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