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Are there common factors in individual commodity futures returns?

dc.contributor.authorDaskalaki, Cen_US
dc.contributor.authorKostakis, Aen_US
dc.contributor.authorSkiadopoulos, Gen_US
dc.date.accessioned2016-09-06T13:57:02Z
dc.date.issued2014-03en_US
dc.date.submitted2016-04-14T13:16:05.358Z
dc.identifier.issn0378-4266en_US
dc.identifier.otherC
dc.identifier.otherC
dc.identifier.otherC
dc.identifier.urihttp://qmro.qmul.ac.uk/xmlui/handle/123456789/14996
dc.descriptionpublisher: Elsevier articletitle: Are there common factors in individual commodity futures returns? journaltitle: Journal of Banking & Finance articlelink: http://dx.doi.org/10.1016/j.jbankfin.2013.11.034 content_type: article copyright: Copyright © 2013 Elsevier B.V. All rights reserved.
dc.format.extent346 - 363en_US
dc.language.isoenen_US
dc.relation.ispartofJOURNAL OF BANKING & FINANCEen_US
dc.rights© 2013 Elsevier B.V.
dc.subjectCommon factorsen_US
dc.subjectCommodity-specific factorsen_US
dc.subjectHedging pressureen_US
dc.subjectInventoriesen_US
dc.subjectMarket segmentationen_US
dc.subjectPrincipal components analysisen_US
dc.titleAre there common factors in individual commodity futures returns?en_US
dc.typeArticle
dc.identifier.doi10.1016/j.jbankfin.2013.11.034en_US
pubs.author-urlhttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000331422900025&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6aen_US
pubs.notesNot knownen_US
pubs.publication-statusPublisheden_US
pubs.volume40en_US


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