Are there common factors in individual commodity futures returns?

View/Open
Published version
Embargoed until: 5555-01-01
Volume
40
Pagination
346 - 363
DOI
10.1016/j.jbankfin.2013.11.034
Journal
JOURNAL OF BANKING & FINANCE
ISSN
0378-4266
Metadata
Show full item record
Authors
Daskalaki, C; Kostakis, A; Skiadopoulos, G
URI
http://qmro.qmul.ac.uk/xmlui/handle/123456789/14996
Collections
Licence information
© 2013 Elsevier B.V.