The commodity risk premium and neural networks

Hossein Rad, Rand Kwong Yew Low, Joëlle Miffre, Robert Faff

Open source

DOI: 10.1016/j.jempfin.2023.101433
Published: 2023-12
Container: Journal of Empirical Finance
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.jempfin.2023.101433,
  title = {The commodity risk premium and neural networks},
  author = {Hossein Rad and Rand Kwong Yew Low and Joëlle Miffre and Robert Faff},
  year = {2023},
  journal = {Journal of Empirical Finance},
  doi = {10.1016/j.jempfin.2023.101433},
  url = {https://doi.org/10.1016/j.jempfin.2023.101433}
}

RIS

TY  - JOUR
TI  - The commodity risk premium and neural networks
AU  - Hossein Rad
AU  - Rand Kwong Yew Low
AU  - Joëlle Miffre
AU  - Robert Faff
PY  - 2023
JO  - Journal of Empirical Finance
DO  - 10.1016/j.jempfin.2023.101433
UR  - https://doi.org/10.1016/j.jempfin.2023.101433
ER  -

APA

Rad, H., Low, R. K. Y., Miffre, J., & Faff, R. (2023). The commodity risk premium and neural networks. Journal of Empirical Finance. https://doi.org/10.1016/j.jempfin.2023.101433

Source records

crossref · retrieved 2026-09-25T20:26:59.511Z