Author:
Carter Colin A.,Revoredo-Giha Cesar
Publisher
Springer International Publishing
Reference31 articles.
1. Bessembinder, H. (1992). Systematic risk, hedging pressure, and risk premiums in futures markets. The Review of Financial Studies, 5(4), 637–667.
2. Bhardwaj, G., Gorton, G. B., & Geert Rouwenhorst, K. (2016). Investor interest and the returns to commodity investing. The Journal of Portfolio Management, 42(3), 44–55.
3. Bhardwaj, Geetesh, Rajkumar Janardanan, and K Geert Rouwenhorst. 2019. The Commodity Futures Risk Premium: 1871–2018. Available at SSRN 3452255.
4. Cargill, T. F., & Rausser, G. C. (1972). Time and Frequency Domain Representations of Futures Prices as a Stochastic Process. Journal of the American Statistical Association, 67(337), 23–30.
5. Cargill, T. F., & Rausser, G. C. (1975). Temporal price behavior in commodity futures markets. The Journal of Finance, 30(4), 1043–1053.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献