The alpha momentum effect in commodity markets

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

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5 Citations (Scopus)

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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 B.V.",

}

TY - JOUR

T1 - The alpha momentum effect in commodity markets

AU - Zaremba, Adam

AU - Mikutowski, Mateusz

AU - Szczygielski, Jan Jakub

AU - Karathanasopoulos, Andreas

PY - 2021/1/1

Y1 - 2021/1/1

UR - https://www.scopus.com/pages/publications/85067949475

U2 - 10.1016/j.eneco.2019.06.006

DO - 10.1016/j.eneco.2019.06.006

M3 - Article

SN - 0140-9883

VL - 93

JO - Energy Economics

JF - Energy Economics

M1 - 104421

ER -