Momentum and mean-reversion in commodity spot and futures markets-Reference-Cited by-同舟云学术

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Momentum and mean-reversion in commodity spot and futures markets

Published:2016-09 Issue:1 Volume:3 Page:39-53
ISSN:2405-8513
Container-title:Journal of Commodity Markets
language:en
Short-container-title:Journal of Commodity Markets

Author:

Chaves Denis B.,Viswanathan Vivek

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference23 articles.

1. Value and momentum everywhere;Asness;J. Financ.,2013

2. Does the stock market overreact?;Bondt;J. Financ.,1985

3. Consumption risks in futures markets;Breeden;J. Financ.,1980

4. The supply of storage;Brennan;Am. Econ. Rev.,1958

5. Return to Speculators: Telser vs. Keynes;Cootner;J. Political Econ.,1960

Cited by 25 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

1. Investigating mean reversion in financial markets using Hurst Model;International Journal of Research in Business and Social Science (2147- 4478);2023-09-14

2. Commodity momentum and reversal: Do they exist, and if so, why?;Journal of Futures Markets;2023-05-16

3. Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India;Cogent Economics & Finance;2023-03-15

4. Comparison of volatility and mean reversion among developed, developing and emerging countries;Journal of Economic and Administrative Sciences;2022-09-22

5. Investment Styles in General;Advanced Studies in Diginomics and Digitalization;2022

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