Passive Investment Strategies in Commodity Markets

Adam Zaremba ()

Chapter Chapter Two in The Financialization of Commodity Markets, 2015, pp 9-46 from Palgrave Macmillan

Abstract: Abstract This chapter is devoted to passive investments in commodity markets with a portfolio of futures contracts. The aim of this chapter is to provide a detailed discussion of how investments in futures contracts in the commodity markets operate, with particular emphasis on the existing sources of profit and the methods of their exploitation by the investor, using different baskets of futures that comprise the commodity indices. A thorough understanding of sources of profit in the commodity markets of futures is necessary for further analysis of the potential impact of the financialization of the commodity markets on the validity of investing capital in these markets.

Keywords: Risk Premium; Excess Return; Future Contract; Commodity Market; Convenience Yield (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-47639-5_2

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DOI: 10.1057/9781137476395_2

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