Browsing NTNU Open by Author "Steen, Marie Gotteberg"
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Is Beta Dead for Commodities?
Westgaard, Sjur; Steen, Marie Gotteberg (Journal article; Peer reviewed, 2017)Analyzing the relationship between stocks and commodities is important for investors using commodities as a part of their asset allocation. The commodity beta measures how much the commodity return will fall/rise (in ...