Yan et al., 2019 - Google Patents
Is the Supply Curve for Commodity Futures Contracts Upward Sloping?Yan et al., 2019
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- 7647880067810812282
- Author
- Yan L
- Irwin S
- Sanders D
- Publication year
- Publication venue
- Available at SSRN 3360787
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Annual rebalancing of the S&P GSCI index provides a novel and strong identification to estimate the shape of supply curves for commodity futures contracts. Using the 24 commodities included in the S&P GSCI for 2004–2017, we show that cumulative abnormal …
- 230000002159 abnormal effect 0 abstract description 62
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