Author： Chevallier Julien Gatumel Mathieu Ielpo Florian
Publisher： Routledge Ltd
ISSN： 1466-4291
Source： Applied Economics Letters, Vol.20, Iss.15, 2013-10, pp. : 1383-1402
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?
THE JOURNAL OF FUTURES MARKETS, Vol. 35, Iss. 9, 2015-09 ,pp. :
Access to resources
Recommend
Volatility spillovers in commodity markets
Applied Economics Letters, Vol. 20, Iss. 13, 2013-09 ,pp. :
Price discovery in commodity markets
By Peri Massimo Baldi Lucia Vandone Daniela
Applied Economics Letters, Vol. 20, Iss. 4, 2013-03 ,pp. :
Informational Frictions and Commodity Markets
THE JOURNAL OF FINANCE, Vol. 70, Iss. 5, 2015-10 ,pp. :
Twenty years of jumps in commodity markets
By Chevallier Julien Ielpo Florian
International Review of Applied Economics, Vol. 28, Iss. 1, 2014-01 ,pp. :