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Pricing term structure risk in futures markets

Nijman, Theodore E.; Roon, Frans de; Veld, Chris H. - 1996

Persistent link: https://www.econbiz.de/10000944055

Financialisation and the term structure of commodity risk premiums

Hambur, Jonathan; Stenner, Nick - 2017

Persistent link: https://www.econbiz.de/10013262500

The pricing efficiency of exchange-traded commodities

Dorfleitner, Gregor; Gerl, Anna; Gerer, Johannes - In: Review of managerial science 12 (2018) 1, pp. 255-284

Persistent link: https://www.econbiz.de/10011847132

Monetary regimes and the term structure of forward premia

Thacker, Nita - In: Journal of post-Keynesian economics : JPKE 18 (1995) 1, pp. 53-64

Persistent link: https://www.econbiz.de/10001187288

A Rule-Based Commodity Index

Mulvey, John M. - 2014

A commodity index is designed as an equal-weighted set of four complementary tactics. The resulting portfolio takes …. Index performance is compared with long commodity indexes and commodity hedge funds. The benefits of an overlay strategy is …

Persistent link: https://www.econbiz.de/10013045636

Is commodity index investing profitable?

Fethke, Tobias; Prokopczuk, Marcel - 2018

Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...

Persistent link: https://www.econbiz.de/10011879959