Commodity futures and a wavelet-based risk assessment
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference40 articles.
1. Risk premia in crude oil futures prices;Hamilton;J. Int. Money Finance,2014
2. Effects of index-fund investing on commodity futures prices;Hamilton;Internat. Econom. Rev.,2015
3. Convective risk flows in commodity futures markets;Cheng;Rev. Finance,2015
4. New evidence on the financialization of commodity markets;Henderson;Rev. Financ. Stud.,2015
5. A model of financialization of commodities;Basak;J. Finance,2016
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