References

Erb, Claude B., and Campbell R. Harvey. 2005. The tactical and strategic value of commodity futures. Working Paper.

Gorton, Gary, and Geert Rouwenhorst. 2004. Facts and fantasies about commodity futures. Cambridge, MA: NBER Working Paper 10595.

Hull, John. 2008. Options, futures, and other derivatives 7th ed. Upper Saddle River, NJ: Prentice-Hall, 501.