Have trend-following signals in commodity futures markets become less reliable in recent years?
Crossref DOI link: https://doi.org/10.1007/s11408-021-00385-5
Published Online: 2021-04-15
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Auer, Benjamin R. http://orcid.org/0000-0002-4795-2821
Funding for this research was provided by:
Fritz Thyssen Stiftung (20.18.0.016WW)
Text and Data Mining valid from 2021-04-15
Version of Record valid from 2021-04-15
Article History
Accepted: 24 February 2021
First Online: 15 April 2021