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A historical perspective of the informational content of commodity futures
Viviana Fernandez
Business School
Research output
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Contribution to journal
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Article
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peer-review
13
Scopus citations
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Dive into the research topics of 'A historical perspective of the informational content of commodity futures'. Together they form a unique fingerprint.
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Business & Economics
Informational Content
75%
Commodity Futures
71%
Historical Perspective
62%
Time-varying Risk Premium
55%
Metals
48%
Commodities
34%
Premium
29%
Interest Rates
27%
Statistical Significance
21%
Random Walk
20%
Efficiency Gains
20%
Spot Price
20%
Agricultural Products
19%
Futures Prices
19%
Futures Markets
19%
Risk Premium
19%
Data Base
17%
Testing
15%
Empirical Results
13%
Animals
12%
Social Sciences
risk premiums
100%
commodity
55%
premium
42%
futures market
32%
interest rate
25%
statistical significance
21%
gold
21%
agricultural product
20%
time
19%
evidence
15%
animal
15%
efficiency
13%
Earth & Environmental Sciences
historical perspective
69%
premium
69%
commodity
59%
price
18%
animal product
16%
interest rate
16%
forecast
16%
agricultural product
14%
precious metal
13%
metal
13%
platinum
12%
silver
10%
gold
9%
market
8%