davidsontheath github.io

Davidson Heath

Davidson Heath Assistant Professor of Finance, Eccles School of Business
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Davidson Heath

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Davidson Heath Assistant Professor of Finance, Eccles School of Business

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The site had the following in the web page, "Assistant Professor of Finance, Eccles School of Business." I observed that the web site stated " Unspanned Macroeconomic Risks in Oil Futures." They also stated " Technology and Real Options Evidence from Patent Text. Commodity Futures Forecast Returns and not Prices. I construct a canonical affine model for commodity futures that includes many benchmark models as special cases. Model estimates provide strong evidence that the slope of futures prices reflects changing risk premiums and not forecasts of future prices."

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