110 Westwood Plaza
Los Angeles, CA 90095-1481
University of California, Los Angeles (UCLA) - Anderson School of Management
in Total Papers Downloads
in Total Papers Citations
Corporate Hedging, Commodity Pricing, Default Risk, Incomplete Markets, Limits to Arbitrage
commodities, hedging, limits to arbitrage, oil and gas, futures
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7327.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Commodities, Futures, Hedging, Limits to Arbitrage
Limited attention, macroeconomic news, informational efficiency
Parameter learning, asset pricing, general equilibrium
Asset Pricing, Long-Run Risk, Asset Prices and the Macroeconomy
Asset Pricing, Consumption, Heterogeneous Goods, Habit Formation, Predictability,
Anomalies, expected stock returns, efficient portfolio
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.589 seconds