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RDP 2017-03: Financialisation and the Term Structure of Commodity Risk Premiums
Equation (6)
R
c
,
m
,
t
=
α
+
β
∗
I
n
d
e
x
c
+
γ
∗
P
o
s
t
03
t
+
θ
∗
I
n
d
e
x
c
∗
P
o
s
t
03
t
+
ω
∗
N
H
P
c
,
t
+
ε
c
,
t
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=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@6F77@