Momentum strategies in commodity futures markets

Journal of Banking and Finance

Volumn 31, Issue 6, 2007, Pages 1863-1886

  Miffre, Joëlle ^a   Rallis, Georgios ^b  

^a EDHEC BUSINESS SCHOOL   (France)

^b CITY UNIVERSITY   (United Kingdom)

Author keywords

Backwardation; Commodity futures; Contango; Diversification; Momentum

Indexed keywords

EID: 34248208520     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.12.005     Document Type: Article

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