Research and publications
Long-Short Commodity Investing: A Review of the Literature
This article reviews recent academic studies that analyse the performance of long-short strategies in commodity futures markets. Special attention is devoted to the strategies based on roll-yields, inventory levels or hedging pressure that directly arise from the theory of storage and the hedging pressure hypothesis.
Author(s):
Joëlle Miffre
Summary:
This article reviews recent academic studies that analyse the performance of long-short strategies in commodity futures markets. Special attention is devoted to the strategies based on roll-yields, inventory levels or hedging pressure that directly arise from the theory of storage and the hedging pressure hypothesis.
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Register/Log in| Type : | Working paper |
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| Date : | 13/12/2015 |
| Keywords : |
Commodities |
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