Are there common factors in commodity futures returns?

Charoula Daskalaki, Alexandros Kostakis, George Skiadopoulos

A&F Accounting & Finance

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	346-363
Number of pages	17
Journal	Journal of Banking & Finance
Volume	40
DOIs	https://doi.org/10.1016/j.jbankfin.2013.11.034
Publication status	Published - 1 Mar 2014

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10.1016/j.jbankfin.2013.11.034

Cite this

@article{3cd490deb0e244c9a1a0fa47c2e2d139,

title = "Are there common factors in commodity futures returns?",

author = "Charoula Daskalaki and Alexandros Kostakis and George Skiadopoulos",

year = "2014",

month = mar,

day = "1",

doi = "10.1016/j.jbankfin.2013.11.034",

language = "English",

volume = "40",

pages = "346--363",

journal = "Journal of Banking & Finance",

issn = "0378-4266",

publisher = "Elsevier BV",

}

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T1 - Are there common factors in commodity futures returns?

AU - Daskalaki, Charoula

AU - Kostakis, Alexandros

AU - Skiadopoulos, George

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U2 - 10.1016/j.jbankfin.2013.11.034

DO - 10.1016/j.jbankfin.2013.11.034

M3 - Article

SN - 0378-4266

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SP - 346

EP - 363

JO - Journal of Banking & Finance

JF - Journal of Banking & Finance

ER -