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Commodity Futures: Facts & Insights by Ivan Havrylov is a document available to read on EtoBox.

What is Commodity Futures: Facts & Insights about?

The paper analyzes commodity futures as an asset class, constructing an equally-weighted index of monthly returns from 1959 to 2004. It finds that fully-collateralized commodity futures have historically provided returns and risk premiums comparable to equities, while also being negatively correlated with equity and bond returns. Additionally, commodity futures are positively correlated with inflation and can serve as a hedge against inflation, offering diversification benefits to investors.

Author

Ivan Havrylov

Language

EN