This collection of four separate digest articles provides answers to the following questions: When has OPEC spare capacity mattered for oil prices?, What are the sources of return for CTAs and commodity indices?, What are the risk-management lessons from high-profile commodity derivatives debacles?, and What determines whether commodity futures contracts succeed or not?. Each article takes a different approach in answering these questions.
This collection of four separate digest articles provides answers to the following questions: When has OPEC spare capacity mattered for oil prices?, What are the sources of return for CTAs and commodity indices?, What are the risk-management lessons from high-profile commodity derivatives debacles?, and What determines whether commodity futures contracts succeed or not?. Each article takes a different approach in answering these questions.
Type : | Working paper |
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Date : | 02/06/2016 |
Keywords : |
Commodities |