This paper is written with two complementary purposes in mind. The first is to provide estimates of systematic risk for Canadian commodities futures (western barley, canola, flaxseed, feed wheat) using a market portfolio based on a similar weighting scheme suggested by Marcus. The second is to...

This research examines whether a long-run stationary equilibrium relationship holds between aggregate income and consumption of various primary industrial metals. Using the theory of cointegrated processes, it is possible to determine if metals consumption and income follow a common stochastic...