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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Active trading strategies based on momentum and term structure signals in commodity futures market: evidence from India

Afro-Asian J of Finance and Accounting ◽

10.1504/aajfa.2021.111810 ◽

2021 ◽

Vol 11 (1) ◽

pp. 131

Author(s):

Ritika Jaiswal

Keyword(s):

Term Structure ◽

Futures Market ◽

Trading Strategies ◽

Commodity Futures

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Active trading strategies based on momentum and term structure signals in commodity futures market: evidence from India

Afro-Asian J of Finance and Accounting ◽

10.1504/aajfa.2021.10033829 ◽

2021 ◽

Vol 11 (1) ◽

pp. 131

Author(s):

Ritika Jaiswal

Keyword(s):

Term Structure ◽

Futures Market ◽

Trading Strategies ◽

Commodity Futures

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Research on Commodity Futures Trading Strategies

SSRN Electronic Journal ◽

10.2139/ssrn.2634542 ◽

2007 ◽

Author(s):

Hilary Till

Keyword(s):

Trading Strategies ◽

Commodity Futures ◽

Futures Trading

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MARKET EFFICIENCY AND THE RISKS AND RETURNS OF DYNAMIC TRADING STRATEGIES WITH COMMODITY FUTURES

Proceedings of the First Interdisciplinary Chess Interactions Conference ◽

10.1142/9789814295895_0008 ◽

2010 ◽

Cited By ~ 1

Author(s):

LORNE N. SWITZER ◽

HUI JIANG

Keyword(s):

Market Efficiency ◽

Trading Strategies ◽

Commodity Futures ◽

Dynamic Trading

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Trend-following trading strategies in commodity futures: A re-examination

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2009.08.004 ◽

2010 ◽

Vol 34 (2) ◽

pp. 409-426 ◽

Cited By ~ 122

Author(s):

Andrew C. Szakmary ◽

Qian Shen ◽

Subhash C. Sharma

Keyword(s):

Trading Strategies ◽

Commodity Futures

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Do Momentum-Based Trading Strategies Work in the Commodity Futures Markets?

Journal of Futures Markets ◽

10.1002/fut.21685 ◽

2014 ◽

Vol 35 (9) ◽

pp. 868-891 ◽

Cited By ~ 66

Author(s):

Paresh Kumar Narayan ◽

Huson Ali Ahmed ◽

Seema Narayan

Keyword(s):

Futures Markets ◽

Trading Strategies ◽

Commodity Futures ◽

Commodity Futures Markets

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Commodity Futures Price Prediction and Trading Strategies -- A Signal Noise Difference Approach

2013 International Conference on Information Science and Cloud Computing Companion ◽

10.1109/iscc-c.2013.60 ◽

2013 ◽

Cited By ~ 1

Author(s):

Jinhao Zheng ◽

Shoukang Peng

Keyword(s):

Trading Strategies ◽

Commodity Futures ◽

Signal Noise ◽

Price Prediction ◽

Futures Price

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Commodity Futures Markets and Trading Strategies Opportunities

Contributions to Management Science - Modelling Techniques for Financial Markets and Bank Management ◽

10.1007/978-3-642-51730-3_4 ◽

1996 ◽

pp. 48-64

Author(s):

Paolo Falbo ◽

Marco Frittelli ◽

Silvana Stefani

Keyword(s):

Futures Markets ◽

Trading Strategies ◽

Commodity Futures ◽

Commodity Futures Markets

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Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.2942340 ◽

2017 ◽

Author(s):

Hilary Till ◽

Joseph Eagleeye

Keyword(s):

Trading Strategies ◽

Commodity Futures ◽

Futures Trading

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Structural Properties of Commodity Futures Term Structures and Their Implications for Basic Trading Strategies

SSRN Electronic Journal ◽

10.2139/ssrn.1605211 ◽

2009 ◽

Cited By ~ 1

Author(s):

Rolf Dürr ◽

Matthias Voegeli

Keyword(s):

Structural Properties ◽

Trading Strategies ◽

Commodity Futures ◽

Term Structures

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