Active trader
Find a broker
CREATE A CMEGROUP.COM ACCOUNT:
MORE FEATURES, MORE INSIGHTS
Real-time market data
E-quotes application
CME DATAMINE:
THE SOURCE FOR HISTORICAL DATA
Uncleared margin rules
Calculate margin
FX Insights from Macro Hive
Create a CMEGroup.com Account: More features, more insights
This paper aims to determine how to profitably invest in commodities with a four-factor asset pricing model. This four-factor model prices both commodity spot and term risk premia, making it a better choice than the Fama-French three-factor model.
Read Full Report