Long-run reversal in commodity returns: Insights from seven centuries of evidence
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference126 articles.
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2. The theory of storage in the crude oil futures market: the role of financial conditions;Ahmadi;J. Fut. Markets,2020
3. Mean reversion in international markets: evidence from G.A.R.C.H. and half-life volatility models;Ahmed;Econ. Res.,2018
4. The predictive performance of commodity futures risk factors;Ahmed;J. Bank. Finance,2016
5. Are commodity prices mean reverting?;Andersson;Appl. Financ. Econ.,2007
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