Agricultural commodity futures trading based on cross-country rolling quantile return signals (Q5234364)
From MaRDI portal
scientific article; zbMATH DE number 7110483
Language | Label | Description | Also known as |
---|---|---|---|
English | Agricultural commodity futures trading based on cross-country rolling quantile return signals |
scientific article; zbMATH DE number 7110483 |
Statements
Agricultural commodity futures trading based on cross-country rolling quantile return signals (English)
0 references
26 September 2019
0 references
quantiles
0 references
trading strategies
0 references
spillovers
0 references
profitability
0 references
agricultural market
0 references