RISK PREMIUMS IN FUTURES MARKETS - AN EMPIRICAL-INVESTIGATION

[1] CROSS HEDGING [J]. JOURNAL OF POLITICAL ECONOMY, 1981, 89 (06) : 1182 - 1196

[2] Bodie Z., 1980, FINANCIAL ANAL J, V36, P27, DOI [10.2469/faj.v36.n3.27, DOI 10.2469/FAJ.V36.N3.27]

[3] BOSWORTH BP, 1982, COMMODITY PRICES NEW

[4] CONSUMPTION RISK IN FUTURES MARKETS [J]. JOURNAL OF FINANCE, 1980, 35 (02) : 503 - 520

[5] BREEDEN DT, 1980, J FINANC, V35, P530

[6] BRENNAN MJ, 1958, AM ECON REV, V48, P50

[7] EFFICIENT ASSET PORTFOLIOS AND THE THEORY OF NORMAL BACKWARDATION [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (02) : 319 - 331

[8] Cootner Paul H., 1967, FOOD RES I STUDIES S, V7, P65

[9] COOTNER PH, 1960, J POLIT ECON, V68, P396, DOI 10.1086/258347

[10] THE CONSUMPTION BASED ASSET PRICING MODEL - A NOTE ON POTENTIAL TESTS AND APPLICATIONS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 103 - 108

[1] CROSS HEDGING [J]. JOURNAL OF POLITICAL ECONOMY, 1981, 89 (06) : 1182 - 1196

[2] Bodie Z., 1980, FINANCIAL ANAL J, V36, P27, DOI [10.2469/faj.v36.n3.27, DOI 10.2469/FAJ.V36.N3.27]

[3] BOSWORTH BP, 1982, COMMODITY PRICES NEW

[4] CONSUMPTION RISK IN FUTURES MARKETS [J]. JOURNAL OF FINANCE, 1980, 35 (02) : 503 - 520

[5] BREEDEN DT, 1980, J FINANC, V35, P530

[6] BRENNAN MJ, 1958, AM ECON REV, V48, P50

[7] EFFICIENT ASSET PORTFOLIOS AND THE THEORY OF NORMAL BACKWARDATION [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (02) : 319 - 331

[8] Cootner Paul H., 1967, FOOD RES I STUDIES S, V7, P65

[9] COOTNER PH, 1960, J POLIT ECON, V68, P396, DOI 10.1086/258347

[10] THE CONSUMPTION BASED ASSET PRICING MODEL - A NOTE ON POTENTIAL TESTS AND APPLICATIONS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 103 - 108