The Cross Section of Commodity Returns: A Nonparametric Approach

Clemens Struck and Enoch Cheng
The Journal of Financial Data Science Summer 2020, 2 (3) 86-103; DOI: https://doi.org/10.3905/jfds.2020.1.034

Article Information

vol. 2 no. 3 86-103
DOI 
https://doi.org/10.3905/jfds.2020.1.034
Published By 
Pageant Media Ltd
Print ISSN 
2640-3943
Online ISSN 
2640-3951
History 
  • Published online August 3, 2020.

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© 2020 Pageant Media Ltd

Author Information

  1. Clemens Struck
    1. is an assistant professor in the School of Economics at University College Dublin in Dublin, Ireland, and head of machine learning at PicardAngstAG in Switzerland. (clemens.struck{at}ucd.ie); (clemens.struck{at}picardangst.com)
  2. Enoch Cheng
    1. is an assistant professor in the Department of Economics at the University of Colorado in Denver, CO. (enoch.cheng{at}ucdenver.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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The Cross Section of Commodity Returns: A Nonparametric Approach
Clemens Struck, Enoch Cheng
The Journal of Financial Data Science Jul 2020, 2 (3) 86-103; DOI: 10.3905/jfds.2020.1.034
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