Open AccessEconomic Linkages, Relative Scarcity, and Commodity Futures Returns
Author(s) -
Jaime Casassus,
Peng Liu,
Ke Tang
Publication year - 2012
Publication title -
review of financial studies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 12.8
H-Index - 190
eISSN - 1465-7368
pISSN - 0893-9454
DOI - 10.1093/rfs/hhs127
Subject(s) - futures contract , convenience yield , commodity , economics , scarcity , replicate , econometrics , yield (engineering) , sample (material) , contango , term (time) , financial economics , microeconomics , spot contract , finance , mathematics , statistics , materials science , chemistry , physics , chromatography , quantum mechanics , metallurgy
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