Commodity Futures Prices

Fama, E. F., & French, K. R. (1987). Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage. Journal of Business, 60(1), 55-73.

Type

Journal article

Intellectual base

Primary research

Year

1987

DOI

10.1086/296385

Link

https://doi.org/10.1086/296385

Cited by

1 citation across 1 artifact.

Domain-specific

• Theory of Storage
  • Kaldor names the service flow of possession; later empirical and stochastic models test, estimate, or model the relationship across commodities and over time.

Verification

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Registry ID ref:7658c023f4b2 · see in the full table