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RDP 2017-03: Financialisation and the Term Structure of Commodity Risk Premiums
Equation
ln
(
F
c
,
m
,
t
)
=
ln
(
E
t
[
S
c
,
t
+
m
]
)
−
R
i
s
k
p
r
e
m
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u
m
c
,
m
,
t
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeiBaiaab6gadaqadaqaaiaadAeadaWgaaWcbaGaam4yaiaacYcacaWGTbGaaiilaiaadshaaeqaaaGccaGLOaGaayzkaaGaeyypa0JaaeiBaiaab6gadaqadaqaaiaadweadaWgaaWcbaGaamiDaaqabaGcdaWadaqaaiaadofadaWgaaWcbaGaam4yaiaacYcacaWG0bGaey4kaSIaamyBaaqabaaakiaawUfacaGLDbaaaiaawIcacaGLPaaacqGHsislcaWGsbGaamyAaiaadohacaWGRbGaaGPaVlaadchacaWGYbGaamyzaiaad2gacaWGPbGaamyDaiaad2gadaWgaaWcbaGaam4yaiaacYcacaWGTbGaaiilaiaadshaaeqaaaaa@5D84@