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

Riskpremiu m c,m,t =ln( 1+ R c,m,t ) MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOuaiaadMgacaWGZbGaam4AaiaaykW7caWGWbGaamOCaiaadwgacaWGTbGaamyAaiaadwhacaWGTbWaaSbaaSqaaiaadogacaGGSaGaamyBaiaacYcacaWG0baabeaakiabg2da9iaabYgacaqGUbWaaeWaaeaacaaIXaGaey4kaSIaamOuamaaBaaaleaacaWGJbGaaiilaiaad2gacaGGSaGaamiDaaqabaaakiaawIcacaGLPaaaaaa@5183@