The predictive performance of commodity futures risk factors



Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Tsvetanov, Daniel
(2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. 20 - 36.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 17 Jun 2019 08:52
Last Modified: 20 Mar 2020 22:51
DOI: 10.1016/j.jbankfin.2016.06.011
URI: http://livrepository.liverpool.ac.uk/id/eprint/3045883