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~subject:"Normal backwardation"
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Normal backwardation
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1
Financialization and speculators risk premia in commodity futures markets
Carter, Colin Andre
;
Revoredo Giha, César L.
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471971
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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/10012662703
Saved in:
3
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:
4
Is
normal
backwardation
normal? : valuing financial futures with a local index-rate covariance
Raimbourg, Philippe
;
Zimmermann, Paul
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013206847
Saved in:
5
Financial frictions and the futures pricing puzzle
Gwilym, Rhys ap
;
Ebrahim, Muhammed Shahid
;
Alaoui, …
- In:
Economic modelling
87
(
2020
),
pp. 358-371
Persistent link: https://www.econbiz.de/10012416762
Saved in:
6
Can inflation expectations be measured using commodity futures prices?
Saleuddin, Rasheed
;
Coffman, D'Maris
- In:
Structural change and economic dynamics : SC+ED
45
(
2018
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012039832
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