Macroeconomic Influences and the Variability of the Commodity Futures Basis
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1993.tb04727.x/fullpdf
Reference34 articles.
1. Default premiums in commodity markets: Theory and evidence;Bailey;Journal of Finance,1991
2. Systematic risk, hedging pressure, and risk premia in futures markets;Bessembinder;Review of Financial Studies,1992
3. Time-varying risk premia and forecastable returns in futures markets;Bessembinder;Journal of Financial Economics,1992
4. Risk and return in commodity futures;Bodie;Financial Analysts Journal,1980
5. Consumption risks in futures markets;Breeden;Journal of Finance,1980
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