RDP 2017-03: Financialisation and the Term Structure of Commodity Risk Premiums Equation (7)

R c,m,t =α+βInde x c +γPost 03 t +θInde x c Post 03 t +ωNH P c,t +φMarke t m,t +ϑMarke t m,t Inde x c +ρMarke t m,t Post 03 t +τMarke t m,t Inde x c Post 03 t + ε i,t MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=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@BAD8@