The Cross Section of Commodity Returns: A Nonparametric Approach

Clemens Struck; Enoch Cheng

doi:10.3905/jfds.2020.1.034

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

Clemens Struck

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;

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Enoch Cheng

is an assistant professor in the Department of Economics at the University of Colorado in Denver, CO

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The Cross Section of Commodity Returns: A Nonparametric Approach