HO_futures.csv
Creators:
Constantino Hevia
;
Ivan Petrella
;
Martin Sola
From the dataset abstract
We develop and estimate a multifactor affine model of commodity futures that allows for stochastic seasonality. We document the existence of stochastic seasonal fluctuations in commodity...
Source: Risk premia and seasonality in commodity futures (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/5383a033-7f5e-4b40-a8c6-67888fba8ed9/resource/ab4cdcde-9745-4937-acf4-7453e58d0cc8/download/ho_futures.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
