Jump Risk in Commodities
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Anomalies in Commodity Futures Markets: Risk or Mispricing?
Fabian Hollstein; Marcel Prokopczuk; Björn Tharann
Saarland University
ICMA Centre- University of Reading
- Leibniz University Hannover
- Leibniz Universität Hannover - Faculty of Economics and Management
- University of Reading - ICMA Centre
- Leibniz Universität Hannover
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