In this paper, the authors examine the role of backwardation in the performance of passive long positions in soybeans, corn and wheat futures over the period of 1950 to 2004.
Founder of Prism AnalyticsSenior Research Analyst at the Russell Investment Group
Research Associate, EDHEC Risk and Asset Management Research Centre
|Type :||Working paper|
|Date :||le 06/03/2006|
|Extra information :||For more information, please contact Séverine Anjubault, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|