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Derivative Instruments

The Strategic and Tactical Value of Commodity Futures

Claude B. Erb Claude B. Erb, CFA, is managing director at Trust Company of the West, Los Angeles.
, CFA &
Campbell R. Harvey Campbell R. Harvey is J. Paul Sticht Professor of International Business at Duke University, Durham, North Carolina.
Pages 69-97 | Published online: 08 Apr 2019

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Julia S. Mehlitz & Benjamin R. Auer. (2023) Memory-enhanced momentum in commodity futures markets. The European Journal of Finance 0:0, pages 1-30.
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