Factor pricing in commodity futures and the role of liquidity (Q4555178)
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scientific article; zbMATH DE number 6981287
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| English | Factor pricing in commodity futures and the role of liquidity |
scientific article; zbMATH DE number 6981287 |
Statements
Factor pricing in commodity futures and the role of liquidity (English)
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19 November 2018
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commodity futures
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risk premium
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liquidity
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momentum
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roll yield
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0.7443018555641174
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0.7358389496803284
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0.7129260897636414
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0.7077817320823669
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