D. Basu
Economics and Econometrics · with Miffre · 2013
A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 14 citations into it; #20,613 of 23,481 by trust here, #21,405 by citations
- Finance — 12 citations into it; #9,390 of 10,518 by trust here, #9,371 by citations
Whom D. Basu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Gary B. Gorton
- Claude B. Erb
- Andrew C. Szakmary
- Joëlle Miffre
- Lawrence R. Glosten
- Ana‐Maria Fuertes
- Qian Shen
- G. Rallis
- Campbell R. Harvey
- Robert S. Pindyck
Who trusts D. Basu overall
Papers from D. Basu's perspective
Ordered by how strongly the researchers D. Basu trusts endorse each paper. Same corpus, a different order for every researcher.
- The Strategic and Tactical Value of Commodity Futures
- Facts and Fantasies about Commodity Futures
- An examination of momentum strategies in commodity futures markets
- Momentum Strategies in Commodity Futures Markets
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Equilibrium Forward Curves for Commodities
- VOLATILITY AND COMMODITY PRICE DYNAMICS
- Theory of price of storage.
- Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals
- Trend-following trading strategies in commodity futures: A re-examination
Their papers
- Capturing the Risk Premium of Commodity Futures: The Role of Hedging Pressure (2013) — 207 citations