
Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17)
Flirting with Models
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Understanding Lead-Lag Effects in Commodities
This chapter explores lead-lag relationships in commodity markets, focusing on a new 'levy area metric' for analysis. It critiques traditional methods and highlights the advantages of this approach in enhancing trading strategies, particularly in energy liquids and agricultural products.
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