Commodity futures price volatility, convenience yield and economic fundamentals
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DOI: 10.1080/13504851.2013.788775
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References listed on IDEAS
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Cited by:
- Mo, Di & Gupta, Rakesh & Li, Bin & Singh, Tarlok, 2018. "The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets," Economic Modelling, Elsevier, vol. 70(C), pages 543-560.
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