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Agricultural commodity futures trading based on cross-country rolling quantile return signals - MaRDI portal

Agricultural commodity futures trading based on cross-country rolling quantile return signals (Q5234364)

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scientific article; zbMATH DE number 7110483
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English
Agricultural commodity futures trading based on cross-country rolling quantile return signals
scientific article; zbMATH DE number 7110483

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    Agricultural commodity futures trading based on cross-country rolling quantile return signals (English)
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    26 September 2019
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    quantiles
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    trading strategies
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    spillovers
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    profitability
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    agricultural market
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