The alpha momentum effect in commodity markets

Adam Zaremba, Mateusz Mikutowski, Jan Jakub Szczygielski, Andreas Karathanasopoulos

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@article{ceedaf6a37084521aa339204c7694021,

title = "The alpha momentum effect in commodity markets",

author = "Adam Zaremba and Mateusz Mikutowski and Szczygielski, {Jan Jakub} and Andreas Karathanasopoulos",

year = "2021",

month = jan,

day = "1",

doi = "10.1016/j.eneco.2019.06.006",

language = "English",

volume = "93",

journal = "Energy Economics",

issn = "0140-9883",

publisher = "Elsevier",

}