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Publications by Kasper V. Olesen

Factor Structure in Commodity Futures Return and Volatility

Journal of Financial and Quantitative Analysis

English

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Futures Trading Activity and Commodity Cash Price Volatility

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The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India

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Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

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