Open AccessFutures Trading and the Excess Co-movement of Commodity Prices*
Author(s) -
Yannick Le Pen,
Benoît Sévi
Publication year - 2017
Publication title -
review of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1875-824X
pISSN - 1572-3097
DOI - 10.1093/rof/rfx039
Subject(s) - futures contract , commodity , economics , financialization , contango , financial economics , econometrics , excess return , monetary economics , finance , context (archaeology) , paleontology , biology
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