Commodity ETFs and Contango Effects in Futures Market
碩士 === 國立中山大學 === 財務管理學系研究所 === 99 === Generally, investment in commodity ETFs cannot produce similar performance as well as spot goods. Evidence shows that “rolling” futures positions experience “contango and the effects on contango will harm ETFs” value. This study shows that two ETFs, USO and UNG...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25558904215379297246 |