Global ETD Search
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Showing 1 to 2 of 2 for “"Commodity ETFs"”.
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How Well Do Commodity Based ETFs Track Underlying Assets?
… how well the CORN, WEAT, SOYB, USO, and UGA commodity ETFs track their respective futures assets during the period of January 2012 to October 2017. Tracking error in this study is evaluated through 4 approaches to measure error, bias, systematic risk, and error magnitude. Additionally, a …
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A Comprehensive Evaluation of Commodity ETF Tracking Divergence
… Asset Baskets for five popular futures-backed ETFs. We decompose tracking difference to examine the relative size of tracking differences attributable to managers versus the arbitrage process. Tracking differences attributable to managers is found to be significantly smaller than that …