Comment on 'Modelling risk premia in commodity forward prices'

Some evidence from the London Metal Exchange by Hall and Taylor

Research output: Contribution to journalComment/Letter to the editorScientificpeer-review

Original languageEnglish
Pages (from-to)218-220
Number of pages3
JournalThe Review of Futures Markets
Volume8
Issue number2
Publication statusPublished - 1990

Cite this

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title = "Comment on 'Modelling risk premia in commodity forward prices': Some evidence from the London Metal Exchange by Hall and Taylor",
author = "T.E. Nijman",
note = "Pagination: 3",
year = "1990",
language = "English",
volume = "8",
pages = "218--220",
journal = "The Review of Futures Markets",
issn = "0898-011X",
number = "2",

}

Comment on 'Modelling risk premia in commodity forward prices' : Some evidence from the London Metal Exchange by Hall and Taylor. / Nijman, T.E.

In: The Review of Futures Markets, Vol. 8, No. 2, 1990, p. 218-220.

Research output: Contribution to journalComment/Letter to the editorScientificpeer-review

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JO - The Review of Futures Markets

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SN - 0898-011X

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