Futures and commodities
Roll yield, hedging pressure, backwardation, and what really drives commodity futures returns.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Tang & Xiong (2012) | Index Investment and the Financialization of Commodities Financial Analysts Journal | Free | Moderate | 0 |
| Mou (2011) | Limits to Arbitrage and Commodity Index Investment: Front-Running the Goldman Roll SSRN Working Paper | Free | Moderate | 0 |
| Erb & Harvey (2006) | The Strategic and Tactical Value of Commodity Futures Financial Analysts Journal | Free | Moderate | 0 |