COMMODITY FUTURES PRICES - SOME EVIDENCE ON FORECAST POWER, PREMIUMS, AND THE THEORY OF STORAGE

被引：478

|

作者：

FAMA, EF

FRENCH, KR

机构：

来源：

JOURNAL OF BUSINESS | 1987年 / 60卷 / 01期

关键词：

D O I：

10.1086/296385

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：55 / 73

页数：19

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[1] Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage
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[8] Linkages among agricultural commodity futures prices: some further evidence from Tokyo
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[J]. APPLIED ECONOMICS LETTERS, 2006, 13 (08) : 535 - 539
[9] DEFAULT PREMIUMS IN COMMODITY-MARKETS - THEORY AND EVIDENCE
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[10] Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
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[J]. ECONOMIC MODELLING, 2019, 77 : 92 - 112

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