The alpha momentum effect in commodity markets

Energy Economics 2019 / 6

The alpha momentum effect in commodity markets

Zaremba, Adam, Mikutowski, Mateusz, Szczygielski, Jan Jakub, Karathanasopoulos, Andreas
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Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2019.06.006
Date:
June, 2019
File:
PDF, 566 KB
english, 2019
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