Commodity momentum: A tale of countries and sectors
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DOI: 10.1016/j.jcomm.2023.100315
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Cited by:
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- Li, Hemei & Liu, Zhenya & Zhao, Yuqian, 2023. "The Fortune and crash of common risk factors in Chinese commodity markets," Journal of Commodity Markets, Elsevier, vol. 32(C).
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More about this item
Keywords
Commodity futures; Momentum; Sectors; Inflation; China;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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