Commodity futures returns and policy uncertainty

journal contribution

posted on 2024-06-06, 12:34 authored by D Bannigidadmath, PK Narayan

Commodity futures returns and policy uncertainty

History

Journal

International review of economics and finance

Volume

72

Pagination

364-383

Location

Amsterdam, The Netherlands

Publisher DOI

https://doi.org/10.1016/j.iref.2020.11.009

ISSN

1059-0560

Language

eng

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Publisher

Elsevier

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Categories

Keywords

Commodity markets Policy uncertainty Predictability Backwardation Contango Centre for Economics and Financial Econometrics Research Deakin Business School 3502 Banking, finance and investment 3801 Applied economics

Licence

All Rights Reserved

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