A Rational Expectations Model of Time Varying Risk Premia in Commodities Futures Markets: Theory and Evidence
Author:
Publisher
JSTOR
Subject
Economics and Econometrics
Cited by 31 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
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3. Adaptive expectations and commodity risk premiums;Journal of Economic Dynamics and Control;2021-03
4. Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals;European Review of Agricultural Economics;2019-05-07
5. Are futures prices good price forecasts? Underestimation of price reversion in the soybean complex;European Review of Agricultural Economics;2019-03-28
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