Momentum Strategies Commodity Futures

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EDHEC RISK AND ASSET MANAGEMENT RESEARCH CENTRE 393-400 promenade des Anglais 06202 Nice Cedex 3 Tel.: +33 (0)4 93 18 32 53 E-mail: [email protected] Web: www.edhec-risk.com Momentum Strategies in Commodity Futures Markets xoxooxooxxxxoxoxooxoxox Jëe Miffre Associate Professor of Finance, EDHEC Business School Gergis Rais Cass Business School, Ph.D. Student

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Task Force on Commodity Futures Markets - iosco.org · Commodity Futures Trading Commission (United States). 5 The Commodity Futures Trading Commission (CFTC) was created in 1974

Task Force on Commodity Futures Markets - iosco.org · Commodity Futures Trading Commission (United States). 5 The Commodity Futures Trading Commission (CFTC) was created in 1974

Momentum Strategies in Commodity Futures Markets

Momentum Strategies in Commodity Futures Markets

UNITED STATES OF AMERICA Before the COMMODITY FUTURES TRADING COMMISSIONlrenforcementactions/... · Before the . COMMODITY FUTURES TRADING COMMISSION . ... The Commodity Futures Trading

UNITED STATES OF AMERICA Before the COMMODITY FUTURES TRADING COMMISSIONlrenforcementactions/... · Before the . COMMODITY FUTURES TRADING COMMISSION . ... The Commodity Futures Trading

Momentum Investing in Commodity Futures - EQUELLA · Momentum Investing in Commodity Futures John Hua Fan BFin ... 123 Figure 4-2 ... Dr Rakesh Gupta, Dr Bin Li, Dr Suman Neupane,

Momentum Investing in Commodity Futures - EQUELLA · Momentum Investing in Commodity Futures John Hua Fan BFin ... 123 Figure 4-2 ... Dr Rakesh Gupta, Dr Bin Li, Dr Suman Neupane,

Microscopic momentum in commodity futures - EQUELLA · Microscopic Momentum in Commodity Futures ... which makes momentum strategies much less trading intensive in commodity ... strong

Microscopic momentum in commodity futures - EQUELLA · Microscopic Momentum in Commodity Futures ... which makes momentum strategies much less trading intensive in commodity ... strong

Pairs trading the commodity futures curve - University of Oulujultika.oulu.fi/files/nbnfioulu-201211141056.pdf · Pairs trading the commodity futures curve ... the commodity futures

Pairs trading the commodity futures curve - University of Oulujultika.oulu.fi/files/nbnfioulu-201211141056.pdf · Pairs trading the commodity futures curve ... the commodity futures

Commodities and Commodity Futures

Commodities and Commodity Futures

Do momentum and reversal strategies work in commodity ...centaur.reading.ac.uk/87467/1/R&RDo momentum and... · commodity futures from January 1979 to October 2017. We find there

Do momentum and reversal strategies work in commodity ...centaur.reading.ac.uk/87467/1/R&RDo momentum and... · commodity futures from January 1979 to October 2017. We find there

Spectron Commodity Futures Inc

Spectron Commodity Futures Inc

BNP Paribas Momentum Multi Asset 5 Index · 1 4 4 2 2 E 1 Equity Futures Index Equity ETFs US Real Estate ETF Bond ETFs Bond Futures Commodity Indices Futures Indices-+ The BNPP Momentum

BNP Paribas Momentum Multi Asset 5 Index · 1 4 4 2 2 E 1 Equity Futures Index Equity ETFs US Real Estate ETF Bond ETFs Bond Futures Commodity Indices Futures Indices-+ The BNPP Momentum

Commodity futures in india

Commodity futures in india

Commodity Futures Markets in LDCs: A Review and … · Commodity Futures Markets in LDCs: ... commodity price risk provides a fresh impetus for research in the area of commodity futures

Commodity Futures Markets in LDCs: A Review and … · Commodity Futures Markets in LDCs: ... commodity price risk provides a fresh impetus for research in the area of commodity futures

Factor Pricing in Commodity Futures and the Role of Liquidity › 80555 › 1 › MPRA_paper_80555.pdf · 2019-09-26 · momentum strategies of longing futures with relatively high

Factor Pricing in Commodity Futures and the Role of Liquidity › 80555 › 1 › MPRA_paper_80555.pdf · 2019-09-26 · momentum strategies of longing futures with relatively high

Are Commodity Futures Prices Barometers of the Global …wxiong/papers/Barometer.pdf · Are Commodity Futures Prices Barometers of the Global Economy? ... commodity futures market

Are Commodity Futures Prices Barometers of the Global …wxiong/papers/Barometer.pdf · Are Commodity Futures Prices Barometers of the Global Economy? ... commodity futures market

Commodity Futures Options Trading

Commodity Futures Options Trading

Energy-Related Commodity Futures

Energy-Related Commodity Futures

COMMODITY FUTURES TRADING COMMISSION … COMMODITY FUTURES TRADING COMMISSION RULE 1.55(K): FCM-SPECIFIC DISCLOSURE DOCUMENT The Commodity Futures Trading Commission (“Commission”)

COMMODITY FUTURES TRADING COMMISSION … COMMODITY FUTURES TRADING COMMISSION RULE 1.55(K): FCM-SPECIFIC DISCLOSURE DOCUMENT The Commodity Futures Trading Commission (“Commission”)

ARE COMMODITY FUTURES PRICES BAROMETERS OF THE … · commodity futures market in the form of index investment to commodity futures might have affected commodity prices.1 In light

ARE COMMODITY FUTURES PRICES BAROMETERS OF THE … · commodity futures market in the form of index investment to commodity futures might have affected commodity prices.1 In light

Commodity Etf vs Commodity Futures

Commodity Etf vs Commodity Futures

Momentum Strategies in Commodity Futures Markets - Edhec

Momentum Strategies in Commodity Futures Markets - Edhec