1266 East Main Street
Stamford, CT 06902
SummerHaven Investment Management
in Total Papers Downloads
in Total Papers Citations
Commodity Trading Advisors, CTA, Hedge Funds, Performance Measurement
Futures Trading, Contango, Backwardation, Basis, Speculators, Hedgers, Risk Premium, Financialization, Time-varying Correlations
Commodity futures, Factor analysis, Business cycle, Tail events
Stock-Commodities correlation, Business cycle
business cycle, stock-commodity correlation
fractional integration, long memory, parameter estimation error, stock returns, long
Block bootstrap, diffusion processes, parameter estimation error, simulated GMM, stochastic volatility
mortgages, subprime, refinance, prepayment, crisis
Greenhouse effect, Trade, Input-output, ecofriendly consumption pattern
emission trading, market-based instruments, Cost-effective policies
fractional integration, long memory, parameter estimation error, stock returns, long horizon prediction
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