The Tortoise versus the Hare: The Role of Term Structure versus Spot Price Trends in Determining Commodity Futures Returns
This article is the working paper version of an article that was later published in the AIMA Journal, Winter 2006.
Author(s):
Research Associate, EDHEC-Risk Institute
| Type: | Working paper |
|---|---|
| Date: | le 09/01/2006 |
| Research Cluster : | Finance |
See Also
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Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
