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

ln( F c,m,t )=ln( E t [ S c,t+m ] )Riskpremiu m c,m,t MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeiBaiaab6gadaqadaqaaiaadAeadaWgaaWcbaGaam4yaiaacYcacaWGTbGaaiilaiaadshaaeqaaaGccaGLOaGaayzkaaGaeyypa0JaaeiBaiaab6gadaqadaqaaiaadweadaWgaaWcbaGaamiDaaqabaGcdaWadaqaaiaadofadaWgaaWcbaGaam4yaiaacYcacaWG0bGaey4kaSIaamyBaaqabaaakiaawUfacaGLDbaaaiaawIcacaGLPaaacqGHsislcaWGsbGaamyAaiaadohacaWGRbGaaGPaVlaadchacaWGYbGaamyzaiaad2gacaWGPbGaamyDaiaad2gadaWgaaWcbaGaam4yaiaacYcacaWGTbGaaiilaiaadshaaeqaaaaa@5D84@