Harvesting Commodity Curve Premiums Through Roll-Yield Differentials

Mathieu Gomes ()
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Mathieu Gomes: CleRMa - Clermont Recherche Management - ESC Clermont-Ferrand - École Supérieure de Commerce (ESC) - Clermont-Ferrand - UCA [2017-2020] - Université Clermont Auvergne [2017-2020]

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Date: 2015-10-31
Note: View the original document on HAL open archive server: https://hal.science/hal-02314399
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Published in Journal of Alternative Investments, 2015, 18 (2), pp.51-60. ⟨10.3905/jai.2015.18.2.051⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02314399

DOI: 10.3905/jai.2015.18.2.051

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