Qiao Wang

McMaster University - Michael G. DeGroote School of Business

1280 Main Street West

Hamilton, Ontario L8S 4M4

Canada

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Do Futures Premiums Predict Commodity Producer Returns?

Number of pages: 56 Posted: 05 Sep 2020
Qiao Wang and Ronald J. Balvers
McMaster University - Michael G. DeGroote School of Business and McMaster University - Michael G. DeGroote School of Business
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Abstract:

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Production-based asset pricing, Commodity futures, Stock return predictability, Hotelling Valuation Principle, Commodity producers, Nonrenewable resources, Cost of capital determination