The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns

Title
The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
Authors
Keywords
Agricultural commodity futures, Macroeconomic fundamentals, Portfolio management, Quantile regression, Temperature anomaly
Journal
ENERGY ECONOMICS
Volume 100, Issue -, Pages 105377
Publisher
Elsevier BV
Online
2021-06-05
DOI
10.1016/j.eneco.2021.105377

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