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Do momentum-based trading strategies work in the commodity futures markets?

Version 2 2024-06-13, 08:59
Version 1 2023-10-26, 04:16
journal contribution
posted on 2024-06-13, 08:59 authored by P Narayan, H Ali Ahmed, S Narayan
Do momentum-based trading strategies work in the commodity futures markets?

History

Journal

Journal of Futures Markets

Volume

35

Pagination

868-891

Location

London, Eng.

Publisher DOI

ISSN

1096-9934

Language

eng

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Copyright notice

2014, Wiley

Issue

9

Publisher

Wiley

Usage metrics

    Research Publications

    Categories

    No categories selected

    Keywords

    140207 Financial Economics140305 Time-Series Analysis910109 Savings and Investments919999 Economic Framework not elsewhere classifiedDepartment of Finance

    Licence

    All Rights Reserved

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