The Impact of Roll Strategies and Commodity Futures Characteristics on Long-Only Strategies

Marjolein Verhulst, Joost Pennings, Andres Trujillo-Barrera

Research output: Contribution to conferencePaperAcademic

Original languageEnglish
Publication statusPublished - 2019
Event2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting - Atlanta, United States
Duration: 21 Jul 201923 Jul 2019

Conference

Conference2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting
CountryUnited States
CityAtlanta
Period21/07/1923/07/19

JEL classifications

  • g13 - "Contingent Pricing; Futures Pricing; option pricing"
  • g15 - International Financial Markets

Keywords

  • FUTURES MARKETS
  • FINANCE

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