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The predictive power of convenience yields
Viviana Fernandez
Business School
Research output
:
Contribution to journal
›
Article
›
peer-review
14
Scopus citations
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INIS
aluminum
14%
australia
14%
availability
14%
business
14%
canada
14%
china
14%
commodities
42%
copper
14%
exchange rate
28%
interest rate
28%
japan
14%
market
14%
minerals
28%
nickel
14%
oils
28%
power
100%
prices
57%
usa
14%
yields
100%
zinc
14%
Keyphrases
Aluminum-copper Alloy
14%
Australia
14%
Business Cycles
14%
Canada
14%
China
14%
Convenience Yield
100%
Copper-nickel
14%
Copper-zinc
14%
Exchange Rate
14%
Informational Content
14%
Interest Rates
28%
Japan
14%
Lead-zinc
14%
Market Expectations
14%
Mineral Commodities
28%
Mineral Oil
14%
New Evidence
14%
Nominal Exchange Rate
14%
Out-of-sample Forecasting
14%
Predictive Power
100%
Real Oil Price
14%
Spot Price
42%
United States
14%
Zinc-aluminum Alloy
14%
Social Sciences
Australia
50%
Business Cycle
50%
Canada
50%
China
50%
Exchange Rate
100%
Interest Rate
50%
Japan
50%
Oil Price
50%
USA
50%
Economics, Econometrics and Finance
Business Cycle
14%
Convenience Yields
100%
Exchange Rate
28%
Interest Rate
14%
United States of America
14%