Roache, Shaun K.
Commodities and the market price of risk / Shaun K. Roache. - 1 online resource (25 pages) : illustrations (some color), graphs, tables. - IMF working paper ; WP/08/221 .
Includes bibliographical references.
Risk--Econometric models.
Commodity futures--Econometric models.
Capital assets pricing model.
Electronic books.
HB615 / .R633 2008eb
330.015195
Commodities and the market price of risk / Shaun K. Roache. - 1 online resource (25 pages) : illustrations (some color), graphs, tables. - IMF working paper ; WP/08/221 .
Includes bibliographical references.
Risk--Econometric models.
Commodity futures--Econometric models.
Capital assets pricing model.
Electronic books.
HB615 / .R633 2008eb
330.015195