Convenience Yield Risk Factor Predicts Commodity Futures Returns
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Convenience Yield Risk
Marcel Prokopczuk; Lazaros Symeonidis; Chardin Wese Simen; Robert Wichmann
Leibniz University Hannover
ICMA Centre- University of Reading
- Leibniz Universität Hannover - Faculty of Economics and Management
- University of Reading - ICMA Centre
- University of Essex
- Essex Business School, University of Essex
- University of Liverpool
- University of Liverpool Management School
- ICMA Centre, University of Reading
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