Momentum Signals in the Term Structure of Commodity Futures

SSRN Electronic Journal ◽

10.2139/ssrn.2587784 ◽

2015 ◽

Author(s):

Martijn Boons ◽

Melissa Porras Prado

Keyword(s):

Term Structure ◽

Commodity Futures

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The Information in the Term Structure of Commodity Futures

SSRN Electronic Journal ◽

10.2139/ssrn.1982200 ◽

2011 ◽

Author(s):

Denis B. Chaves ◽

Vitali Kalesnik ◽

Bryce Little

Keyword(s):

Term Structure ◽

Commodity Futures

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Term Structure as the Primary Driver of Long-Term Commodity Futures Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2629283 ◽

2006 ◽

Author(s):

Hilary Till

Keyword(s):

Term Structure ◽

Commodity Futures ◽

Primary Driver

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Active trading strategies based on momentum and term structure signals in commodity futures market: evidence from India

Afro-Asian J of Finance and Accounting ◽

10.1504/aajfa.2021.111810 ◽

2021 ◽

Vol 11 (1) ◽

pp. 131

Author(s):

Ritika Jaiswal

Keyword(s):

Term Structure ◽

Futures Market ◽

Trading Strategies ◽

Commodity Futures

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Active trading strategies based on momentum and term structure signals in commodity futures market: evidence from India

Afro-Asian J of Finance and Accounting ◽

10.1504/aajfa.2021.10033829 ◽

2021 ◽

Vol 11 (1) ◽

pp. 131

Author(s):

Ritika Jaiswal

Keyword(s):

Term Structure ◽

Futures Market ◽

Trading Strategies ◽

Commodity Futures

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The Storage and Term Structure of Commodity Futures Prices

Financial Markets for Commodities ◽

10.1002/9781119579274.ch4 ◽

2019 ◽

pp. 55-72

Author(s):

Christophe Gouel

Keyword(s):

Term Structure ◽

Commodity Futures ◽

Futures Prices

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The Tortoise versus the Hare: The Role of Term Structure versus Spot Price Trends in Determining Commodity Futures Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2611506 ◽

2006 ◽

Author(s):

Hilary Till

Keyword(s):

Term Structure ◽

Commodity Futures ◽

Spot Price ◽

Price Trends ◽

Structure Versus

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The Long‐Term Structure of Commodity Futures

American Journal of Agricultural Economics ◽

10.1093/ajae/aar137 ◽

2012 ◽

Vol 94 (3) ◽

pp. 718-735 ◽

Cited By ~ 4

Author(s):

Na Jin ◽

Sergio Lence ◽

Chad Hart ◽

Dermot Hayes

Keyword(s):

Term Structure ◽

Commodity Futures

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Tactical allocation in commodity futures markets: Combining momentum and term structure signals

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2010.04.009 ◽

2010 ◽

Vol 34 (10) ◽

pp. 2530-2548 ◽

Cited By ~ 111

Author(s):

Ana-Maria Fuertes ◽

Joëlle Miffre ◽

Georgios Rallis

Keyword(s):

Term Structure ◽

Futures Markets ◽

Commodity Futures ◽

Commodity Futures Markets

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Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

SSRN Electronic Journal ◽

10.2139/ssrn.1127213 ◽

2010 ◽

Cited By ~ 8

Author(s):

Ana-Maria Fuertes ◽

Joelle Miffre ◽

Georgios Rallis

Keyword(s):

Term Structure ◽

Futures Markets ◽

Commodity Futures ◽

Commodity Futures Markets

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A new strategy using term-structure dynamics of commodity futures

Finance Research Letters ◽

10.1016/j.frl.2013.11.007 ◽

2014 ◽

Vol 11 (3) ◽

pp. 282-288 ◽

Cited By ~ 4

Author(s):

Soo-Hyun Kim ◽

Hyoung-Goo Kang

Keyword(s):

Term Structure ◽

Commodity Futures ◽

Structure Dynamics ◽

New Strategy

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