Work

Economic Linkages, Relative Scarcity, and Commodity Futures Returns

Year: 2012

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhs127

Authors: Jaime Casassus, Peng Liu, Ke Tang

Institutions: Pontificia Universidad Católica de Chile, Cornell University, Renmin University of China

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123125437

FWCI: 16.84

Cites: 40

Cited by: 71

Related to: 10