Can Commodity Futures be Profitably Traded with Quantitative Market Timing Strategies

By Ben R. Marshall, Rochester H. Cahan, Jared M. Cahan. 2008

116 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/65e1e7cde3584009b30a5d2fff851a671a38d88b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Dimitrios Gounopoulos
2. S. Agyei-Ampomah
3. Khelifa Mazouz

In Finance

1. Dimitrios Gounopoulos

Citations in the corpus

• Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals (2010, unknown): “Following Moskowitz and Grinblatt (1999), Jegadeesh and Titman (2001) and Miffre”
• Does gold offer a better protection against losses in sovereign debt bonds than other metals (2014, background): “Furthermore, the extensive use of gold as a hedging vehicle has also sparked the utilization of other precious metals as risk management tools and diversifying commodity portfolios (see, e.g., Marshall et al., 2008; Belousova and Dorfleitner, 2012).”