Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
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4. Evaluating natural resource investments;Brennan;Journal of Business,1985
5. Returns to speculators and the theory of normal backwardation;Chang;Journal of Finance,1985
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4. Market Backwardation and The Theory of Storage: An Empirical Investigation of Indian Gold Futures Markets;Global Business Review;2021-10-10
5. Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil;Annals of Operations Research;2021-07-15
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