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On commodity market risk premiums: Additional evidence · Study

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ArticleOn commodity market risk premiums: Additional evidence

Jennefer Baxter1985

Article1985

On commodity market risk premiums: Additional evidence

Jennefer Baxter · Thomas E. Conine · Maurry J. Tamarkin

50 citations·0/0 files stored·Journal of Futures Markets

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1976The pricing of commodity contracts 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums 1983Efficient Asset Portfolios and the Theory of Normal Backwardation 1983The Capital Asset Pricing Model: Theory and Empiricism 1984Efficient Asset Portfolios and the Theory of Normal Backwardation: A Comment

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1995Optimal Storage and Marketing Over Space and Time 2008Time-varying risk premium: further evidence in agricultural futures markets 1992Risk Premiums and Efficiency in the Market for Crude Oil Futures 2015On the Market Consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures 1987An application of arbitrage pricing theory to futures markets: Tests of normal backwardation 1990Risk and return in copper, platinum, and silver futures 2021Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model 1994The cost of hedging and the optimal hedge ratio

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2012A Reappraisal of Investing in Commodity Futures Marketsarticle · 4 shared references 1987An application of arbitrage pricing theory to futures markets: Tests of normal backwardationarticle · 4 shared references 2021Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor modelarticle · 4 shared references 1988Residual Risk, Trading Costs, and Commodity Futures Risk Premia:article · 3 shared references 2013Are there common factors in individual commodity futures returns?article · 3 shared references 1987Returns to Individual Traders of Futures: Aggregate Resultsarticle · 3 shared references

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Year1985

Typearticle

Published1985-03-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations50

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/fut.3990050113

openalex_workW2142938541

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