This thesis analyzes commodity futures pricing, trading activities in commodity futures contracts and their use for investment strategies. The aim of this thesis is to fill important gaps in the research field of commodity markets and to highlight...
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This thesis analyzes commodity futures pricing, trading activities in commodity futures contracts and their use for investment strategies. The aim of this thesis is to fill important gaps in the research field of commodity markets and to highlight special characteristics of commodity futures. It consists of three main chapters which are based on three research papers. The first paper Smart Beta Strategies on Commodity Futures Markets analyzes the use of commodity futures for passive long-only factor investment strategies. It builds on the idea of using factor investment strategies, sometime...
