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Martin Sola

Universidad Torcuato Di Tella

Minones 2159

C1428ATG Buenos Aires, 1428

Argentina

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Scholarly Papers (1)

Risk Premia and Seasonality in Commodity Futures

CEPR Discussion Paper No. DP11169
Number of pages: 68 Posted: 18 Apr 2016 Last Revised: 12 Mar 2018
Universidad Torcuato Di Tella - Departamento de Economia, University of Turin - Collegio Carlo Alberto and Universidad Torcuato Di Tella
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Abstract:

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Commodity Futures, Nelson and Siegel, Risk premium, Seasonality, Theory of storage.