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Derivative Instruments, Commodity Derivatives, Alternative Investments, Commodities, Portfolio Management, Asset Allocation
Commodity, Futures, Theory of Storage, Inventories, Backwardation, Hedging Pressure, Futures Trading
Commodity Trading Advisors, CTA, Hedge Funds, Performance Measurement
Futures Trading, Contango, Backwardation, Basis, Speculators, Hedgers, Risk Premium, Financialization, Time-varying Correlations
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Commodity, commodities, futures, diversification
international equity markets, momentum, underreaction, trading strategies
commodities, futures, commodity, index, diversification
Commodity futures, Theory of Storage, Theory of Normal Backwardation, Risk premium, Trader positions
European equity markets, CAPM, 3-factor model
Commodity futures, liquidity provision, return predictability, theory of normal backwardation, hedging pressure, risk premium
Business cycles, economic fluctuations
Economic fluctuations, monetary policy
capital market integration, international equity markets, factor models
international equity markets, portfolio diversification
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