We investigate the investability of commodity risk premia in China. Previously documented standard momentum, carry and basis-momentum factors are not investable due to the unique liquidity patterns along the futures curves in China. However, dynamic rolling and strategic portfolio weights...

The object of research is the transformation of the world energy market under the influence of investment. The study of the impact of investments on the transformation of the world energy market was carried out in terms of market, structural, and organizational parameters in the following...