The Impact of Roll Strategies and Commodity Futures Characteristics on Long-Only Strategies

M.E. Verhulst, J.M.E. Pennings, A.A. Trujillo Barrera, Peter Prins

Research output: Contribution to conferenceConference paperAcademic

Original languageEnglish
Publication statusPublished - 2020
EventAAEA (Agricultural & Applied Economics Association) Annual Meeting in Atlanta - Atlanta, United States
Duration: 21 Jul 201923 Jul 2019

Conference

ConferenceAAEA (Agricultural & Applied Economics Association) Annual Meeting in Atlanta
Abbreviated titleAAEA
CountryUnited States
CityAtlanta
Period21/07/1923/07/19

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