Risk premium with many commodities
โ Scribed by Jacob Paroush
- Book ID
- 115963943
- Publisher
- Elsevier Science
- Year
- 1975
- Tongue
- English
- Weight
- 169 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0022-0531
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Premium and Unstable Systematic Risk\* Jacky C. So his article documents significant nonstationarity of systematic risk for the T wheat, corn and soybean futures contracts traded on the Chicago Board of Trade during the 1953-1976 period. The risk premium, however, remains insignificant statisti
The authors acknowledge the helpful comments of two anonymous referees and the very capable research assistance of Kevin Brewer. 'From here on, the term backwardation is used in place of the more cumbersome normal backwardation. It should be noted that backwardation sometimes refers to the situatio