The Predictive Content of Commodity Futures
收藏NBER2010-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w15830
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资源简介：
This paper examines the relationship between spot and futures prices for a broad range of commodities, including energy, precious and base metals, and agricultural commodities. In particular, we examine whether futures prices are (1) an unbiased and/or (2) accurate predictor of subsequent spot
提供机构：
美国国家经济研究局
创建时间：
2010-03-01
