Yujing Gong

University of Warwick, Warwick Business School, Students

West Midlands, CV4 7AL

United Kingdom

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Scholarly Papers (1)

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Speculator Spreading Pressure and the Commodity Futures Risk Premium

WBS Finance Group Research Paper
Number of pages: 76 Posted: 28 Jul 2020 Last Revised: 31 Mar 2021
University of Warwick, Warwick Business School, Students, University of Warwick and Warwick Business School - University of Warwick
Downloads 260 (149,223)

Abstract:

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commodity financialization, speculative spread trades, commodity futures term structure