Exploiting commodity momentum along the futures curves

Exploiting commodity momentum along the futures curves

de Groot, Wilma, Karstanje, Dennis, Zhou, Weili
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Volume:
48
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2014.08.008
Date:
November, 2014
File:
PDF, 390 KB
english, 2014
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