Work

Momentum and Mean-Reversion in Commodity Spot and Futures Markets

Year: 2016

Type: article

Source: Journal of commodity markets

DOI: 10.1016/j.jcomm.2016.08.001

Authors: Denis B. Chaves, Vivek Viswanathan

Institution: Vanguard (United States)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124290871

FWCI: 8.372

Cites: 24

Cited by: 37

Related to: 10