Efficient Use of Commodity Futures in Diversified Portfolios

CFA Digest ◽

10.2469/dig.v31.n1.828 ◽

2001 ◽

Vol 31 (1) ◽

pp. 63-64

Author(s):

Charles F. Peake

Keyword(s):

Commodity Futures

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The Hedging Benefits of Commodity Futures in International Portfolio Diversification

CFA Digest ◽

10.2469/dig.v30.n3.721 ◽

2000 ◽

Vol 30 (3) ◽

pp. 47-49 ◽

Cited By ~ 1

Author(s):

Johann de Villiers

Keyword(s):

Commodity Futures ◽

Portfolio Diversification ◽

International Portfolio Diversification ◽

International Portfolio

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Trend-Following Trading Strategies in Commodity Futures: A Re-Examination

CFA Digest ◽

10.2469/dig.v40.n2.4 ◽

2010 ◽

Vol 40 (2) ◽

pp. 5-7

Author(s):

Yazann S. Romahi

Keyword(s):

Trading Strategies ◽

Commodity Futures

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Chemical Link Versus Industrial Link among Commodity Futures

SSRN Electronic Journal ◽

10.2139/ssrn.1549995 ◽

2010 ◽

Author(s):

Michael Chng

Keyword(s):

Commodity Futures

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Long and Short Term Jumps in Commodity Futures Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1666177 ◽

2010 ◽

Cited By ~ 1

Author(s):

M. A. H. Dempster ◽

Elena Medova ◽

Ke Tang

Keyword(s):

Commodity Futures ◽

Futures Prices ◽

Short Term

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Do Variance Risk Premia Predict Commodity Futures Returns? Evidence from the Crude Oil Market

SSRN Electronic Journal ◽

10.2139/ssrn.1844710 ◽

2011 ◽

Author(s):

Xuhui (Nick) Pan ◽

Sang Baum Kang

Keyword(s):

Crude Oil ◽

Risk Premia ◽

Commodity Futures ◽

Oil Market ◽

Variance Risk

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The Information in the Term Structure of Commodity Futures

SSRN Electronic Journal ◽

10.2139/ssrn.1982200 ◽

2011 ◽

Author(s):

Denis B. Chaves ◽

Vitali Kalesnik ◽

Bryce Little

Keyword(s):

Term Structure ◽

Commodity Futures

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Correlation in Commodity Futures and Equity Markets Around the World: Long-Run Trend and Short-Run Fluctuation

SSRN Electronic Journal ◽

10.2139/ssrn.2011178 ◽

2011 ◽

Cited By ~ 1

Author(s):

Xiaoming Li ◽

Bing Zhang ◽

Zhijie Du

Keyword(s):

Equity Markets ◽

Commodity Futures ◽

Long Run ◽

The World ◽

Short Run

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Cointegration, Linear and Nonlinear Causality among Futures with Different Maturities: Evidence from Indian Agricultural Commodity Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2131653 ◽

2012 ◽

Author(s):

Tarun Kumar Soni

Keyword(s):

Futures Markets ◽

Commodity Futures ◽

Agricultural Commodity ◽

Commodity Futures Markets ◽

Linear And Nonlinear

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The Future of the Commodity Futures Market: How Customer Segregated Accounts Can Be Better Protected from Insolvent Futures Commission Merchants

SSRN Electronic Journal ◽

10.2139/ssrn.2180255 ◽

2012 ◽

Cited By ~ 1

Author(s):

Zachary Brumfield

Keyword(s):

Futures Market ◽

Commodity Futures ◽

The Future

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Permanent and Transitory Price Shocks in Commodity Futures Markets and Their Relation to Storage and Speculation

SSRN Electronic Journal ◽

10.2139/ssrn.2227757 ◽

2013 ◽

Cited By ~ 3

Author(s):

Marco Haase ◽

Yvonne Seiler ◽

Heinz Zimmermann

Keyword(s):

Futures Markets ◽

Commodity Futures ◽

Price Shocks ◽

Commodity Futures Markets

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