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The Price of Weather: Unspanned ENSO Risk in Commodity Futures

Jan 1, 2026·
Zong-Wei Yeh
Dongjie (Oliver) Fang
Dongjie (Oliver) Fang
· 0 min read
Type
Manuscript
Last updated on Jan 1, 2026
Commodity Futures Weather Risk Derivatives
Dongjie (Oliver) Fang
Authors
Dongjie (Oliver) Fang
Ph.D. Student in Business Administration (Finance)
When Ample Reserves Are Priced: Evidence from Federal Funds Futures Jan 1, 2026 →

© 2026 Oliver Fang. This work is licensed under CC BY NC ND 4.0

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