Title:

The Cyclical Behaviour of Commodities

Authors:

Marcelo Pereira (ISCTE - Instituto Universitário de Lisboa)
Sofia Ramos (ESSEC)
José Gonçalves Dias (ISCTE - Instituto Universitário de Lisboa)

Journal:

European Journal Of Finance

Year:

2017

Volume:

23

Number:

12

Pages:

1107-1128

JEL code:

G11 - Portfolio Choice; Investment Decisions

DOI:

10.1080/1351847X.2016.1205505