Work

Term Structure and Risk Premiums of Commodity Futures With Linear Regressions

Year: 2024

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.22557

Author: Daejin Kim

Institution: Sungkyunkwan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405732861

FWCI: 0.72

Cites: 69

Cited by: 2

Related to: 10