id	sid	tid	token	lemma	pos
abrj-3	1	1	17	17	NUM
abrj-3	1	2	©	©	PROPN
abrj-3	1	3	2019	2019	NUM
abrj-3	1	4	by	by	ADP
abrj-3	1	5	the	the	DET
abrj-3	1	6	authors	author	NOUN
abrj-3	1	7	;	;	PUNCT
abrj-3	1	8	licensee	licensee	NOUN
abrj-3	1	9	eastern	eastern	ADJ
abrj-3	1	10	centre	centre	NOUN
abrj-3	1	11	of	of	ADP
abrj-3	1	12	science	science	NOUN
abrj-3	1	13	and	and	CCONJ
abrj-3	1	14	education	education	NOUN
abrj-3	1	15	,	,	PUNCT
abrj-3	1	16	usa	usa	PROPN
abrj-3	1	17	asian	asian	PROPN
abrj-3	1	18	business	business	PROPN
abrj-3	1	19	research	research	PROPN
abrj-3	1	20	journal	journal	PROPN
abrj-3	1	21	vol	vol	NOUN
abrj-3	1	22	.	.	PROPN
abrj-3	1	23	4	4	NUM
abrj-3	1	24	,	,	PUNCT
abrj-3	1	25	17	17	NUM
abrj-3	1	26	-	-	SYM
abrj-3	1	27	28	28	NUM
abrj-3	1	28	,	,	PUNCT
abrj-3	1	29	2019	2019	NUM
abrj-3	1	30	issn(e	issn(e	NOUN
abrj-3	1	31	)	)	PUNCT
abrj-3	1	32	:	:	PUNCT
abrj-3	1	33	2576	2576	NUM
abrj-3	1	34	-	-	SYM
abrj-3	1	35	6759	6759	NUM
abrj-3	1	36	doi	doi	NOUN
abrj-3	1	37	:	:	PUNCT
abrj-3	1	38	10.20448	10.20448	NUM
abrj-3	1	39	/	/	SYM
abrj-3	1	40	journal.518.2019.41.17.28	journal.518.2019.41.17.28	PROPN
abrj-3	2	1	©	©	PROPN
abrj-3	2	2	2019	2019	NUM
abrj-3	2	3	by	by	ADP
abrj-3	2	4	the	the	DET
abrj-3	2	5	authors	author	NOUN
abrj-3	2	6	;	;	PUNCT
abrj-3	2	7	licensee	licensee	NOUN
abrj-3	2	8	eastern	eastern	ADJ
abrj-3	2	9	centre	centre	NOUN
abrj-3	2	10	of	of	ADP
abrj-3	2	11	science	science	NOUN
abrj-3	2	12	and	and	CCONJ
abrj-3	2	13	education	education	NOUN
abrj-3	2	14	,	,	PUNCT
abrj-3	2	15	usa	usa	PROPN
abrj-3	2	16	benefits	benefit	NOUN
abrj-3	2	17	and	and	CCONJ
abrj-3	2	18	consequences	consequence	NOUN
abrj-3	2	19	of	of	ADP
abrj-3	2	20	diversification	diversification	NOUN
abrj-3	2	21	:	:	PUNCT
abrj-3	2	22	evidence	evidence	NOUN
abrj-3	2	23	from	from	ADP
abrj-3	2	24	financialzed	financialze	VERB
abrj-3	2	25	commodity	commodity	NOUN
abrj-3	2	26	portfolios	portfolio	NOUN
abrj-3	2	27	rangga	rangga	X
abrj-3	2	28	handika1	handika1	ADV
abrj-3	2	29	mahjus	mahju	VERB
abrj-3	2	30	ekananda2	ekananda2	NOUN
abrj-3	2	31	(	(	PUNCT
abrj-3	2	32			PROPN
abrj-3	2	33	corresponding	correspond	VERB
abrj-3	2	34	author	author	NOUN
abrj-3	2	35	)	)	PUNCT
abrj-3	2	36	1institute	1institute	NUM
abrj-3	2	37	for	for	ADP
abrj-3	2	38	international	international	ADJ
abrj-3	2	39	strategy	strategy	NOUN
abrj-3	2	40	,	,	PUNCT
abrj-3	2	41	tokyo	tokyo	PROPN
abrj-3	2	42	international	international	PROPN
abrj-3	2	43	university	university	PROPN
abrj-3	2	44	,	,	PUNCT
abrj-3	2	45	japan	japan	PROPN
abrj-3	2	46	.	.	PUNCT
abrj-3	3	1	2department	2department	NUM
abrj-3	3	2	of	of	ADP
abrj-3	3	3	economics	economic	NOUN
abrj-3	3	4	,	,	PUNCT
abrj-3	3	5	faculty	faculty	NOUN
abrj-3	3	6	of	of	ADP
abrj-3	3	7	economics	economic	NOUN
abrj-3	3	8	and	and	CCONJ
abrj-3	3	9	business	business	NOUN
abrj-3	3	10	,	,	PUNCT
abrj-3	3	11	university	university	PROPN
abrj-3	3	12	of	of	ADP
abrj-3	3	13	indonesia	indonesia	PROPN
abrj-3	3	14	,	,	PUNCT
abrj-3	3	15	indonesia	indonesia	PROPN
abrj-3	3	16	.	.	PUNCT
abrj-3	4	1	abstract	abstract	VERB
abrj-3	4	2	the	the	DET
abrj-3	4	3	financial	financial	ADJ
abrj-3	4	4	risk	risk	NOUN
abrj-3	4	5	analysis	analysis	NOUN
abrj-3	4	6	of	of	ADP
abrj-3	4	7	commodity	commodity	NOUN
abrj-3	4	8	markets	market	NOUN
abrj-3	4	9	has	have	AUX
abrj-3	4	10	become	become	VERB
abrj-3	4	11	an	an	DET
abrj-3	4	12	increasingly	increasingly	ADV
abrj-3	4	13	important	important	ADJ
abrj-3	4	14	issue	issue	NOUN
abrj-3	4	15	in	in	ADP
abrj-3	4	16	the	the	DET
abrj-3	4	17	recent	recent	ADJ
abrj-3	4	18	decade	decade	NOUN
abrj-3	4	19	.	.	PUNCT
abrj-3	5	1	however	however	ADV
abrj-3	5	2	,	,	PUNCT
abrj-3	5	3	studies	study	NOUN
abrj-3	5	4	about	about	ADP
abrj-3	5	5	commodities	commodity	NOUN
abrj-3	5	6	portfolio	portfolio	NOUN
abrj-3	5	7	diversification	diversification	NOUN
abrj-3	5	8	benefits	benefit	NOUN
abrj-3	5	9	are	be	AUX
abrj-3	5	10	limited	limited	ADJ
abrj-3	5	11	.	.	PUNCT
abrj-3	6	1	an	an	DET
abrj-3	6	2	analysis	analysis	NOUN
abrj-3	6	3	of	of	ADP
abrj-3	6	4	commodities	commodity	NOUN
abrj-3	6	5	as	as	ADP
abrj-3	6	6	a	a	DET
abrj-3	6	7	portfolio	portfolio	NOUN
abrj-3	6	8	(	(	PUNCT
abrj-3	6	9	rather	rather	ADV
abrj-3	6	10	than	than	ADP
abrj-3	6	11	a	a	DET
abrj-3	6	12	single	single	ADJ
abrj-3	6	13	asset	asset	NOUN
abrj-3	6	14	)	)	PUNCT
abrj-3	6	15	should	should	AUX
abrj-3	6	16	generate	generate	VERB
abrj-3	6	17	more	more	ADJ
abrj-3	6	18	interest	interest	NOUN
abrj-3	6	19	from	from	ADP
abrj-3	6	20	investors	investor	NOUN
abrj-3	6	21	since	since	SCONJ
abrj-3	6	22	the	the	DET
abrj-3	6	23	portfolio	portfolio	NOUN
abrj-3	6	24	enhances	enhance	VERB
abrj-3	6	25	single	single	ADJ
abrj-3	6	26	asset	asset	NOUN
abrj-3	6	27	due	due	ADP
abrj-3	6	28	to	to	ADP
abrj-3	6	29	diversification	diversification	NOUN
abrj-3	6	30	benefit	benefit	NOUN
abrj-3	6	31	.	.	PUNCT
abrj-3	7	1	this	this	DET
abrj-3	7	2	paper	paper	NOUN
abrj-3	7	3	investigates	investigate	VERB
abrj-3	7	4	the	the	DET
abrj-3	7	5	diversification	diversification	NOUN
abrj-3	7	6	benefits	benefit	NOUN
abrj-3	7	7	and	and	CCONJ
abrj-3	7	8	consequences	consequence	NOUN
abrj-3	7	9	of	of	ADP
abrj-3	7	10	portfolio	portfolio	NOUN
abrj-3	7	11	in	in	ADP
abrj-3	7	12	financialized	financialize	VERB
abrj-3	7	13	commodity	commodity	NOUN
abrj-3	7	14	markets	market	NOUN
abrj-3	7	15	.	.	PUNCT
abrj-3	8	1	using	use	VERB
abrj-3	8	2	eight	eight	NUM
abrj-3	8	3	financialized	financialize	VERB
abrj-3	8	4	commodities	commodity	NOUN
abrj-3	8	5	at	at	ADP
abrj-3	8	6	different	different	ADJ
abrj-3	8	7	data	data	NOUN
abrj-3	8	8	frequencies	frequency	NOUN
abrj-3	8	9	(	(	PUNCT
abrj-3	8	10	daily	daily	ADJ
abrj-3	8	11	,	,	PUNCT
abrj-3	8	12	weekly	weekly	ADJ
abrj-3	8	13	and	and	CCONJ
abrj-3	8	14	monthly	monthly	ADV
abrj-3	8	15	)	)	PUNCT
abrj-3	8	16	to	to	PART
abrj-3	8	17	construct	construct	VERB
abrj-3	8	18	seven	seven	NUM
abrj-3	8	19	equally	equally	ADV
abrj-3	8	20	weighted	weight	VERB
abrj-3	8	21	portfolios	portfolio	NOUN
abrj-3	8	22	,	,	PUNCT
abrj-3	8	23	we	we	PRON
abrj-3	8	24	calculate	calculate	VERB
abrj-3	8	25	portfolios	portfolio	NOUN
abrj-3	8	26	valueat	valueat	NOUN
abrj-3	8	27	-	-	PUNCT
abrj-3	8	28	risk	risk	NOUN
abrj-3	8	29	(	(	PUNCT
abrj-3	8	30	var	var	NOUN
abrj-3	8	31	)	)	PUNCT
abrj-3	8	32	and	and	CCONJ
abrj-3	8	33	expected	expect	VERB
abrj-3	8	34	shortfall	shortfall	NOUN
abrj-3	8	35	(	(	PUNCT
abrj-3	8	36	es	es	NOUN
abrj-3	8	37	)	)	PUNCT
abrj-3	8	38	.	.	PUNCT
abrj-3	9	1	then	then	ADV
abrj-3	9	2	,	,	PUNCT
abrj-3	9	3	we	we	PRON
abrj-3	9	4	perform	perform	VERB
abrj-3	9	5	back	back	ADV
abrj-3	9	6	testing	testing	NOUN
abrj-3	9	7	at	at	ADP
abrj-3	9	8	99	99	NUM
abrj-3	9	9	percent	percent	NOUN
abrj-3	9	10	,	,	PUNCT
abrj-3	9	11	95	95	NUM
abrj-3	9	12	percent	percent	NOUN
abrj-3	9	13	and	and	CCONJ
abrj-3	9	14	90	90	NUM
abrj-3	9	15	percent	percent	NOUN
abrj-3	9	16	var	var	NOUN
abrj-3	9	17	levels	level	NOUN
abrj-3	9	18	.	.	PUNCT
abrj-3	10	1	we	we	PRON
abrj-3	10	2	find	find	VERB
abrj-3	10	3	that	that	SCONJ
abrj-3	10	4	on	on	ADP
abrj-3	10	5	average	average	ADJ
abrj-3	10	6	commodities	commodity	NOUN
abrj-3	10	7	portfolios	portfolio	NOUN
abrj-3	10	8	tend	tend	VERB
abrj-3	10	9	to	to	PART
abrj-3	10	10	have	have	VERB
abrj-3	10	11	less	less	ADV
abrj-3	10	12	accurate	accurate	ADJ
abrj-3	10	13	var	var	NOUN
abrj-3	10	14	and	and	CCONJ
abrj-3	10	15	higher	high	ADJ
abrj-3	10	16	number	number	NOUN
abrj-3	10	17	of	of	ADP
abrj-3	10	18	returns	return	NOUN
abrj-3	10	19	that	that	PRON
abrj-3	10	20	are	be	AUX
abrj-3	10	21	lower	low	ADJ
abrj-3	10	22	than	than	ADP
abrj-3	10	23	es	es	NOUN
abrj-3	10	24	.	.	PUNCT
abrj-3	11	1	we	we	PRON
abrj-3	11	2	conclude	conclude	VERB
abrj-3	11	3	that	that	SCONJ
abrj-3	11	4	even	even	ADV
abrj-3	11	5	though	though	SCONJ
abrj-3	11	6	portfolios	portfolio	NOUN
abrj-3	11	7	have	have	VERB
abrj-3	11	8	diversification	diversification	NOUN
abrj-3	11	9	benefits	benefit	NOUN
abrj-3	11	10	such	such	ADJ
abrj-3	11	11	as	as	ADP
abrj-3	11	12	reducing	reduce	VERB
abrj-3	11	13	risk	risk	NOUN
abrj-3	11	14	and	and	CCONJ
abrj-3	11	15	capital	capital	NOUN
abrj-3	11	16	requirements	requirement	NOUN
abrj-3	11	17	,	,	PUNCT
abrj-3	11	18	there	there	PRON
abrj-3	11	19	are	be	VERB
abrj-3	11	20	also	also	ADV
abrj-3	11	21	unintended	unintended	ADJ
abrj-3	11	22	consequences	consequence	NOUN
abrj-3	11	23	.	.	PUNCT
abrj-3	12	1	keywords	keyword	NOUN
abrj-3	12	2	:	:	PUNCT
abrj-3	12	3	commodity	commodity	NOUN
abrj-3	12	4	markets	market	NOUN
abrj-3	12	5	,	,	PUNCT
abrj-3	12	6	portfolio	portfolio	NOUN
abrj-3	12	7	,	,	PUNCT
abrj-3	12	8	diversification	diversification	NOUN
abrj-3	12	9	,	,	PUNCT
abrj-3	12	10	value	value	NOUN
abrj-3	12	11	-	-	PUNCT
abrj-3	12	12	at	at	ADP
abrj-3	12	13	-	-	PUNCT
abrj-3	12	14	risk	risk	NOUN
abrj-3	12	15	,	,	PUNCT
abrj-3	12	16	expected	expect	VERB
abrj-3	12	17	shortfall	shortfall	NOUN
abrj-3	12	18	,	,	PUNCT
abrj-3	12	19	back	back	NOUN
abrj-3	12	20	-	-	PUNCT
abrj-3	12	21	testing	testing	NOUN
abrj-3	12	22	.	.	PUNCT
abrj-3	13	1	jel	jel	PROPN
abrj-3	13	2	classification	classification	NOUN
abrj-3	13	3	:	:	PUNCT
abrj-3	13	4	g11	g11	PROPN
abrj-3	13	5	;	;	PUNCT
abrj-3	13	6	g17	g17	NOUN
abrj-3	13	7	;	;	PUNCT
abrj-3	13	8	g31	g31	PROPN
abrj-3	13	9	;	;	PUNCT
abrj-3	13	10	q02	q02	PROPN
abrj-3	13	11	;	;	PUNCT
abrj-3	13	12	q40	q40	PROPN
abrj-3	13	13	.	.	PUNCT
abrj-3	13	14	contribution	contribution	NOUN
abrj-3	13	15	of	of	ADP
abrj-3	13	16	this	this	DET
abrj-3	13	17	paper	paper	NOUN
abrj-3	13	18	to	to	ADP
abrj-3	13	19	the	the	DET
abrj-3	13	20	literature	literature	NOUN
abrj-3	13	21	this	this	DET
abrj-3	13	22	paper	paper	NOUN
abrj-3	13	23	contributes	contribute	VERB
abrj-3	13	24	to	to	ADP
abrj-3	13	25	the	the	DET
abrj-3	13	26	literature	literature	NOUN
abrj-3	13	27	in	in	ADP
abrj-3	13	28	twofold	twofold	NOUN
abrj-3	13	29	.	.	PUNCT
abrj-3	14	1	first	first	ADV
abrj-3	14	2	,	,	PUNCT
abrj-3	14	3	this	this	DET
abrj-3	14	4	paper	paper	NOUN
abrj-3	14	5	extends	extend	VERB
abrj-3	14	6	further	further	ADJ
abrj-3	14	7	previous	previous	ADJ
abrj-3	14	8	research	research	NOUN
abrj-3	14	9	on	on	ADP
abrj-3	14	10	commodity	commodity	NOUN
abrj-3	14	11	volatility	volatility	NOUN
abrj-3	14	12	modeling	modeling	NOUN
abrj-3	14	13	by	by	ADP
abrj-3	14	14	considering	consider	VERB
abrj-3	14	15	commodity	commodity	NOUN
abrj-3	14	16	portfolio	portfolio	NOUN
abrj-3	14	17	volatility	volatility	NOUN
abrj-3	14	18	rather	rather	ADV
abrj-3	14	19	than	than	ADP
abrj-3	14	20	single	single	ADJ
abrj-3	14	21	commodity	commodity	NOUN
abrj-3	14	22	volatility	volatility	NOUN
abrj-3	14	23	.	.	PUNCT
abrj-3	15	1	second	second	ADJ
abrj-3	15	2	,	,	PUNCT
abrj-3	15	3	it	it	PRON
abrj-3	15	4	offers	offer	VERB
abrj-3	15	5	new	new	ADJ
abrj-3	15	6	perspective	perspective	NOUN
abrj-3	15	7	of	of	ADP
abrj-3	15	8	investigating	investigate	VERB
abrj-3	15	9	portfolio	portfolio	NOUN
abrj-3	15	10	var	var	NOUN
abrj-3	15	11	and	and	CCONJ
abrj-3	15	12	es	es	X
abrj-3	15	13	in	in	ADP
abrj-3	15	14	commodity	commodity	NOUN
abrj-3	15	15	markets	market	NOUN
abrj-3	15	16	.	.	PUNCT
abrj-3	16	1	1	1	X
abrj-3	16	2	.	.	X
abrj-3	16	3	introduction	introduction	NOUN
abrj-3	16	4	the	the	DET
abrj-3	16	5	financial	financial	ADJ
abrj-3	16	6	risk	risk	NOUN
abrj-3	16	7	analysis	analysis	NOUN
abrj-3	16	8	of	of	ADP
abrj-3	16	9	commodity	commodity	NOUN
abrj-3	16	10	markets	market	NOUN
abrj-3	16	11	has	have	AUX
abrj-3	16	12	become	become	VERB
abrj-3	16	13	an	an	DET
abrj-3	16	14	increasingly	increasingly	ADV
abrj-3	16	15	important	important	ADJ
abrj-3	16	16	issue	issue	NOUN
abrj-3	16	17	in	in	ADP
abrj-3	16	18	the	the	DET
abrj-3	16	19	recent	recent	ADJ
abrj-3	16	20	decade	decade	NOUN
abrj-3	16	21	.	.	PUNCT
abrj-3	17	1	one	one	NUM
abrj-3	17	2	of	of	ADP
abrj-3	17	3	the	the	DET
abrj-3	17	4	reasons	reason	NOUN
abrj-3	17	5	is	be	AUX
abrj-3	17	6	that	that	SCONJ
abrj-3	17	7	a	a	DET
abrj-3	17	8	dramatic	dramatic	ADJ
abrj-3	17	9	increase	increase	NOUN
abrj-3	17	10	in	in	ADP
abrj-3	17	11	the	the	DET
abrj-3	17	12	investments	investment	NOUN
abrj-3	17	13	of	of	ADP
abrj-3	17	14	commodity	commodity	NOUN
abrj-3	17	15	markets	market	NOUN
abrj-3	17	16	(	(	PUNCT
abrj-3	17	17	basak	basak	PROPN
abrj-3	17	18	and	and	CCONJ
abrj-3	17	19	pavlova	pavlova	PROPN
abrj-3	17	20	,	,	PUNCT
abrj-3	17	21	2016	2016	NUM
abrj-3	17	22	)	)	PUNCT
abrj-3	17	23	.	.	PUNCT
abrj-3	18	1	they	they	PRON
abrj-3	18	2	realize	realize	VERB
abrj-3	18	3	huge	huge	ADJ
abrj-3	18	4	price	price	NOUN
abrj-3	18	5	increases	increase	NOUN
abrj-3	18	6	and	and	CCONJ
abrj-3	18	7	prices	price	NOUN
abrj-3	18	8	fluctuations	fluctuation	NOUN
abrj-3	18	9	in	in	ADP
abrj-3	18	10	the	the	DET
abrj-3	18	11	commodity	commodity	NOUN
abrj-3	18	12	markets	market	NOUN
abrj-3	18	13	.	.	PUNCT
abrj-3	19	1	another	another	DET
abrj-3	19	2	paper	paper	NOUN
abrj-3	19	3	by	by	ADP
abrj-3	19	4	casassus	casassus	NOUN
abrj-3	19	5	and	and	CCONJ
abrj-3	19	6	dufresne	dufresne	NOUN
abrj-3	19	7	(	(	PUNCT
abrj-3	19	8	2005	2005	NUM
abrj-3	19	9	)	)	PUNCT
abrj-3	19	10	also	also	ADV
abrj-3	19	11	documents	document	VERB
abrj-3	19	12	a	a	DET
abrj-3	19	13	tremendous	tremendous	ADJ
abrj-3	19	14	growth	growth	NOUN
abrj-3	19	15	in	in	ADP
abrj-3	19	16	commodity	commodity	NOUN
abrj-3	19	17	derivatives	derivative	NOUN
abrj-3	19	18	markets	market	NOUN
abrj-3	19	19	.	.	PUNCT
abrj-3	20	1	specifically	specifically	ADV
abrj-3	20	2	,	,	PUNCT
abrj-3	20	3	according	accord	VERB
abrj-3	20	4	to	to	ADP
abrj-3	20	5	daskalaki	daskalaki	PROPN
abrj-3	20	6	and	and	CCONJ
abrj-3	20	7	skiadopoulos	skiadopoulo	NOUN
abrj-3	20	8	(	(	PUNCT
abrj-3	20	9	2011	2011	NUM
abrj-3	20	10	)	)	PUNCT
abrj-3	20	11	there	there	PRON
abrj-3	20	12	is	be	VERB
abrj-3	20	13	a	a	DET
abrj-3	20	14	$	$	SYM
abrj-3	20	15	9	9	NUM
abrj-3	20	16	billion	billion	NUM
abrj-3	20	17	increase	increase	NOUN
abrj-3	20	18	in	in	ADP
abrj-3	20	19	commodity	commodity	NOUN
abrj-3	20	20	investments	investment	NOUN
abrj-3	20	21	from	from	ADP
abrj-3	20	22	2006	2006	NUM
abrj-3	20	23	to	to	ADP
abrj-3	20	24	2009	2009	NUM
abrj-3	20	25	.	.	PUNCT
abrj-3	21	1	furthermore	furthermore	ADV
abrj-3	21	2	,	,	PUNCT
abrj-3	21	3	irwin	irwin	PROPN
abrj-3	21	4	and	and	CCONJ
abrj-3	21	5	sanders	sanders	PROPN
abrj-3	21	6	(	(	PUNCT
abrj-3	21	7	2011	2011	NUM
abrj-3	21	8	)	)	PUNCT
abrj-3	21	9	note	note	VERB
abrj-3	21	10	that	that	SCONJ
abrj-3	21	11	there	there	PRON
abrj-3	21	12	are	be	VERB
abrj-3	21	13	more	more	ADJ
abrj-3	21	14	than	than	ADP
abrj-3	21	15	$	$	SYM
abrj-3	21	16	100	100	NUM
abrj-3	21	17	billion	billion	NUM
abrj-3	21	18	invested	invest	VERB
abrj-3	21	19	from	from	ADP
abrj-3	21	20	2004	2004	NUM
abrj-3	21	21	to	to	ADP
abrj-3	21	22	2008	2008	NUM
abrj-3	21	23	in	in	ADP
abrj-3	21	24	the	the	DET
abrj-3	21	25	commodity	commodity	NOUN
abrj-3	21	26	futures	future	NOUN
abrj-3	21	27	markets	market	NOUN
abrj-3	21	28	.	.	PUNCT
abrj-3	22	1	basu	basu	PROPN
abrj-3	22	2	and	and	CCONJ
abrj-3	22	3	miffre	miffre	PROPN
abrj-3	22	4	(	(	PUNCT
abrj-3	22	5	2013	2013	NUM
abrj-3	22	6	)	)	PUNCT
abrj-3	22	7	also	also	ADV
abrj-3	22	8	reports	report	VERB
abrj-3	22	9	that	that	SCONJ
abrj-3	22	10	there	there	PRON
abrj-3	22	11	is	be	VERB
abrj-3	22	12	a	a	DET
abrj-3	22	13	huge	huge	ADJ
abrj-3	22	14	increase	increase	NOUN
abrj-3	22	15	from	from	ADP
abrj-3	22	16	$	$	SYM
abrj-3	22	17	18	18	NUM
abrj-3	22	18	billion	billion	NUM
abrj-3	22	19	in	in	ADP
abrj-3	22	20	2003	2003	NUM
abrj-3	22	21	to	to	ADP
abrj-3	22	22	$	$	SYM
abrj-3	22	23	250	250	NUM
abrj-3	22	24	billion	billion	NUM
abrj-3	22	25	in	in	ADP
abrj-3	22	26	2010	2010	NUM
abrj-3	22	27	for	for	ADP
abrj-3	22	28	commodities	commodity	NOUN
abrj-3	22	29	institutional	institutional	ADJ
abrj-3	22	30	investments	investment	NOUN
abrj-3	22	31	.	.	PUNCT
abrj-3	23	1	overall	overall	ADV
abrj-3	23	2	,	,	PUNCT
abrj-3	23	3	we	we	PRON
abrj-3	23	4	can	can	AUX
abrj-3	23	5	conclude	conclude	VERB
abrj-3	23	6	that	that	SCONJ
abrj-3	23	7	there	there	PRON
abrj-3	23	8	are	be	VERB
abrj-3	23	9	more	more	ADJ
abrj-3	23	10	investors	investor	NOUN
abrj-3	23	11	putting	put	VERB
abrj-3	23	12	their	their	PRON
abrj-3	23	13	money	money	NOUN
abrj-3	23	14	in	in	ADP
abrj-3	23	15	commodity	commodity	NOUN
abrj-3	23	16	markets	market	NOUN
abrj-3	23	17	in	in	ADP
abrj-3	23	18	the	the	DET
abrj-3	23	19	last	last	ADJ
abrj-3	23	20	decade	decade	NOUN
abrj-3	23	21	.	.	PUNCT
abrj-3	24	1	this	this	PRON
abrj-3	24	2	is	be	AUX
abrj-3	24	3	called	call	VERB
abrj-3	24	4	financialization	financialization	NOUN
abrj-3	24	5	of	of	ADP
abrj-3	24	6	commodity	commodity	NOUN
abrj-3	24	7	markets	market	NOUN
abrj-3	24	8	(	(	PUNCT
abrj-3	24	9	see	see	VERB
abrj-3	24	10	further	far	ADV
abrj-3	24	11	in	in	ADP
abrj-3	24	12	(	(	PUNCT
abrj-3	24	13	stoll	stoll	PROPN
abrj-3	24	14	and	and	CCONJ
abrj-3	24	15	whaley	whaley	PROPN
abrj-3	24	16	,	,	PUNCT
abrj-3	24	17	2010	2010	NUM
abrj-3	24	18	;	;	PUNCT
abrj-3	24	19	tang	tang	PROPN
abrj-3	24	20	and	and	CCONJ
abrj-3	24	21	xiong	xiong	PROPN
abrj-3	24	22	,	,	PUNCT
abrj-3	24	23	2012	2012	NUM
abrj-3	24	24	)	)	PUNCT
abrj-3	24	25	)	)	PUNCT
abrj-3	24	26	.	.	PUNCT
abrj-3	25	1	however	however	ADV
abrj-3	25	2	,	,	PUNCT
abrj-3	25	3	studies	study	NOUN
abrj-3	25	4	about	about	ADP
abrj-3	25	5	commodities	commodity	NOUN
abrj-3	25	6	portfolio	portfolio	NOUN
abrj-3	25	7	diversification	diversification	NOUN
abrj-3	25	8	benefits	benefit	NOUN
abrj-3	25	9	are	be	AUX
abrj-3	25	10	limited	limited	ADJ
abrj-3	25	11	.	.	PUNCT
abrj-3	26	1	existing	exist	VERB
abrj-3	26	2	studies	study	NOUN
abrj-3	26	3	about	about	ADP
abrj-3	26	4	risks	risk	NOUN
abrj-3	26	5	in	in	ADP
abrj-3	26	6	commodity	commodity	NOUN
abrj-3	26	7	markets	market	NOUN
abrj-3	26	8	are	be	AUX
abrj-3	26	9	limited	limit	VERB
abrj-3	26	10	to	to	ADP
abrj-3	26	11	modeling	model	VERB
abrj-3	26	12	volatility	volatility	NOUN
abrj-3	26	13	(	(	PUNCT
abrj-3	26	14	jacks	jack	NOUN
abrj-3	26	15	et	et	PROPN
abrj-3	26	16	al	al	PROPN
abrj-3	26	17	.	.	PROPN
abrj-3	26	18	,	,	PUNCT
abrj-3	26	19	2011	2011	NUM
abrj-3	26	20	;	;	PUNCT
abrj-3	26	21	vivian	vivian	PROPN
abrj-3	26	22	and	and	CCONJ
abrj-3	26	23	wohar	wohar	PROPN
abrj-3	26	24	,	,	PUNCT
abrj-3	26	25	2012	2012	NUM
abrj-3	26	26	;	;	PUNCT
abrj-3	26	27	creti	creti	PROPN
abrj-3	26	28	et	et	PROPN
abrj-3	26	29	al	al	PROPN
abrj-3	26	30	.	.	PROPN
abrj-3	26	31	,	,	PUNCT
abrj-3	26	32	2013	2013	NUM
abrj-3	26	33	)	)	PUNCT
abrj-3	26	34	.	.	PUNCT
abrj-3	27	1	another	another	DET
abrj-3	27	2	works	work	VERB
abrj-3	27	3	investigating	investigate	VERB
abrj-3	27	4	value	value	NOUN
abrj-3	27	5	-	-	PUNCT
abrj-3	27	6	at	at	ADP
abrj-3	27	7	-	-	PUNCT
abrj-3	27	8	risk	risk	NOUN
abrj-3	27	9	(	(	PUNCT
abrj-3	27	10	var	var	NOUN
abrj-3	27	11	)	)	PUNCT
abrj-3	27	12	in	in	ADP
abrj-3	27	13	commodity	commodity	NOUN
abrj-3	27	14	markets	market	NOUN
abrj-3	27	15	are	be	AUX
abrj-3	27	16	merely	merely	ADV
abrj-3	27	17	from	from	ADP
abrj-3	27	18	a	a	DET
abrj-3	27	19	single	single	ADJ
abrj-3	27	20	asset	asset	NOUN
abrj-3	27	21	perspective	perspective	NOUN
abrj-3	27	22	instead	instead	ADV
abrj-3	27	23	of	of	ADP
abrj-3	27	24	a	a	DET
abrj-3	27	25	portfolio	portfolio	NOUN
abrj-3	27	26	perspective	perspective	NOUN
abrj-3	27	27	.	.	PUNCT
abrj-3	28	1	for	for	ADP
abrj-3	28	2	example	example	NOUN
abrj-3	28	3	,	,	PUNCT
abrj-3	28	4	cabedo	cabedo	PROPN
abrj-3	28	5	and	and	CCONJ
abrj-3	28	6	moya	moya	PROPN
abrj-3	28	7	(	(	PUNCT
abrj-3	28	8	2003	2003	NUM
abrj-3	28	9	)	)	PUNCT
abrj-3	28	10	quantify	quantify	VERB
abrj-3	28	11	market	market	NOUN
abrj-3	28	12	risk	risk	NOUN
abrj-3	28	13	using	use	VERB
abrj-3	28	14	various	various	ADJ
abrj-3	28	15	var	var	NOUN
abrj-3	28	16	methods	method	NOUN
abrj-3	28	17	in	in	ADP
abrj-3	28	18	the	the	DET
abrj-3	28	19	oil	oil	NOUN
abrj-3	28	20	market	market	NOUN
abrj-3	28	21	.	.	PUNCT
abrj-3	29	1	another	another	DET
abrj-3	29	2	paper	paper	NOUN
abrj-3	29	3	by	by	ADP
abrj-3	29	4	giot	giot	NOUN
abrj-3	29	5	and	and	CCONJ
abrj-3	29	6	laurent	laurent	NOUN
abrj-3	29	7	(	(	PUNCT
abrj-3	29	8	2003	2003	NUM
abrj-3	29	9	)	)	PUNCT
abrj-3	29	10	evaluates	evaluate	VERB
abrj-3	29	11	the	the	DET
abrj-3	29	12	performance	performance	NOUN
abrj-3	29	13	of	of	ADP
abrj-3	29	14	several	several	ADJ
abrj-3	29	15	var	var	NOUN
abrj-3	29	16	models	model	NOUN
abrj-3	29	17	relevant	relevant	ADJ
abrj-3	29	18	in	in	ADP
abrj-3	29	19	metals	metal	NOUN
abrj-3	29	20	,	,	PUNCT
abrj-3	29	21	energy	energy	NOUN
abrj-3	29	22	and	and	CCONJ
abrj-3	29	23	agriculture	agriculture	NOUN
abrj-3	29	24	markets	market	NOUN
abrj-3	29	25	.	.	PUNCT
abrj-3	30	1	hung	hang	VERB
abrj-3	30	2	et	et	PROPN
abrj-3	30	3	al	al	PROPN
abrj-3	30	4	.	.	PROPN
abrj-3	31	1	(	(	PUNCT
abrj-3	31	2	2008	2008	NUM
abrj-3	31	3	)	)	PUNCT
abrj-3	31	4	use	use	VERB
abrj-3	31	5	extended	extended	ADJ
abrj-3	31	6	garch	garch	NOUN
abrj-3	31	7	models	model	NOUN
abrj-3	31	8	to	to	PART
abrj-3	31	9	analyze	analyze	VERB
abrj-3	31	10	the	the	DET
abrj-3	31	11	performance	performance	NOUN
abrj-3	31	12	of	of	ADP
abrj-3	31	13	one	one	NUM
abrj-3	31	14	-	-	PUNCT
abrj-3	31	15	day	day	NOUN
abrj-3	31	16	-	-	PUNCT
abrj-3	31	17	ahead	ahead	NOUN
abrj-3	31	18	var	var	NOUN
abrj-3	31	19	estimates	estimate	NOUN
abrj-3	31	20	in	in	ADP
abrj-3	31	21	five	five	NUM
abrj-3	31	22	energy	energy	NOUN
abrj-3	31	23	markets	market	NOUN
abrj-3	31	24	.	.	PUNCT
abrj-3	32	1	none	none	NOUN
abrj-3	32	2	of	of	ADP
abrj-3	32	3	them	they	PRON
abrj-3	32	4	analyze	analyze	VERB
abrj-3	32	5	portfolio	portfolio	NOUN
abrj-3	32	6	diversification	diversification	NOUN
abrj-3	32	7	benefits	benefit	NOUN
abrj-3	32	8	and	and	CCONJ
abrj-3	32	9	consequences	consequence	NOUN
abrj-3	32	10	of	of	ADP
abrj-3	32	11	a	a	DET
abrj-3	32	12	portfolio	portfolio	NOUN
abrj-3	32	13	consisting	consist	VERB
abrj-3	32	14	of	of	ADP
abrj-3	32	15	several	several	ADJ
abrj-3	32	16	commodities	commodity	NOUN
abrj-3	32	17	.	.	PUNCT
abrj-3	33	1	http://crossmark.crossref.org/dialog/?doi=10.20448/journal.518.2019.41.17.28&domain=pdf&date_stamp=2017-01-14	http://crossmark.crossref.org/dialog/?doi=10.20448/journal.518.2019.41.17.28&domain=pdf&date_stamp=2017-01-14	PROPN
abrj-3	33	2	http://ecsenet.com/index.php/2576-6759/article/view/3	http://ecsenet.com/index.php/2576-6759/article/view/3	NOUN
abrj-3	33	3	https://orcid.org/0000-0001-6428-5912	https://orcid.org/0000-0001-6428-5912	PROPN
abrj-3	33	4	https://orcid.org/0000-0002-3514-2530	https://orcid.org/0000-0002-3514-2530	PROPN
abrj-3	33	5	http://ecsenet.com/index.php/2576-6759/article/view/3	http://ecsenet.com/index.php/2576-6759/article/view/3	PROPN
abrj-3	33	6	https://orcid.org/0000-0001-6428-5912	https://orcid.org/0000-0001-6428-5912	PROPN
abrj-3	33	7	https://orcid.org/0000-0002-3514-2530	https://orcid.org/0000-0002-3514-2530	PROPN
abrj-3	33	8	http://ecsenet.com/index.php/2576-6759/article/view/3	http://ecsenet.com/index.php/2576-6759/article/view/3	PROPN
abrj-3	33	9	https://orcid.org/0000-0001-6428-5912	https://orcid.org/0000-0001-6428-5912	PROPN
abrj-3	33	10	https://orcid.org/0000-0002-3514-2530	https://orcid.org/0000-0002-3514-2530	PROPN
abrj-3	33	11	asian	asian	PROPN
abrj-3	33	12	business	business	PROPN
abrj-3	33	13	research	research	NOUN
abrj-3	33	14	journal	journal	NOUN
abrj-3	33	15	,	,	PUNCT
abrj-3	33	16	2019	2019	NUM
abrj-3	33	17	,	,	PUNCT
abrj-3	33	18	4	4	NUM
abrj-3	33	19	:	:	SYM
abrj-3	33	20	17	17	NUM
abrj-3	33	21	-	-	SYM
abrj-3	33	22	28	28	NUM
abrj-3	33	23	18	18	NUM
abrj-3	33	24	©	©	PROPN
abrj-3	33	25	2019	2019	NUM
abrj-3	33	26	by	by	ADP
abrj-3	33	27	the	the	DET
abrj-3	33	28	authors	author	NOUN
abrj-3	33	29	;	;	PUNCT
abrj-3	33	30	licensee	licensee	NOUN
abrj-3	33	31	eastern	eastern	ADJ
abrj-3	33	32	centre	centre	NOUN
abrj-3	33	33	of	of	ADP
abrj-3	33	34	science	science	NOUN
abrj-3	33	35	and	and	CCONJ
abrj-3	33	36	education	education	NOUN
abrj-3	33	37	,	,	PUNCT
abrj-3	33	38	usa	usa	PROPN
abrj-3	33	39	indeed	indeed	ADV
abrj-3	33	40	,	,	PUNCT
abrj-3	33	41	an	an	DET
abrj-3	33	42	analysis	analysis	NOUN
abrj-3	33	43	of	of	ADP
abrj-3	33	44	commodities	commodity	NOUN
abrj-3	33	45	as	as	ADP
abrj-3	33	46	a	a	DET
abrj-3	33	47	portfolio	portfolio	NOUN
abrj-3	33	48	(	(	PUNCT
abrj-3	33	49	rather	rather	ADV
abrj-3	33	50	than	than	ADP
abrj-3	33	51	a	a	DET
abrj-3	33	52	single	single	ADJ
abrj-3	33	53	asset	asset	NOUN
abrj-3	33	54	)	)	PUNCT
abrj-3	33	55	should	should	AUX
abrj-3	33	56	generate	generate	VERB
abrj-3	33	57	more	more	ADJ
abrj-3	33	58	interest	interest	NOUN
abrj-3	33	59	from	from	ADP
abrj-3	33	60	investors	investor	NOUN
abrj-3	33	61	since	since	SCONJ
abrj-3	33	62	the	the	DET
abrj-3	33	63	portfolio	portfolio	NOUN
abrj-3	33	64	enhances	enhance	VERB
abrj-3	33	65	single	single	ADJ
abrj-3	33	66	asset	asset	NOUN
abrj-3	33	67	due	due	ADP
abrj-3	33	68	to	to	ADP
abrj-3	33	69	diversification	diversification	NOUN
abrj-3	33	70	benefit	benefit	NOUN
abrj-3	33	71	(	(	PUNCT
abrj-3	33	72	edwards	edwards	PROPN
abrj-3	33	73	and	and	CCONJ
abrj-3	33	74	liew	liew	PROPN
abrj-3	33	75	,	,	PUNCT
abrj-3	33	76	1999	1999	NUM
abrj-3	33	77	;	;	PUNCT
abrj-3	33	78	you	you	PRON
abrj-3	33	79	and	and	CCONJ
abrj-3	33	80	daigler	daigler	PROPN
abrj-3	33	81	,	,	PUNCT
abrj-3	33	82	2013	2013	NUM
abrj-3	33	83	)	)	PUNCT
abrj-3	33	84	.	.	PUNCT
abrj-3	34	1	if	if	SCONJ
abrj-3	34	2	we	we	PRON
abrj-3	34	3	refer	refer	VERB
abrj-3	34	4	to	to	ADP
abrj-3	34	5	a	a	DET
abrj-3	34	6	classical	classical	ADJ
abrj-3	34	7	paper	paper	NOUN
abrj-3	34	8	from	from	ADP
abrj-3	34	9	markowitz	markowitz	PROPN
abrj-3	34	10	(	(	PUNCT
abrj-3	34	11	1952	1952	NUM
abrj-3	34	12	)	)	PUNCT
abrj-3	34	13	we	we	PRON
abrj-3	34	14	will	will	AUX
abrj-3	34	15	note	note	VERB
abrj-3	34	16	that	that	SCONJ
abrj-3	34	17	portfolio	portfolio	NOUN
abrj-3	34	18	risk	risk	NOUN
abrj-3	34	19	(	(	PUNCT
abrj-3	34	20	i.e.	i.e.	X
abrj-3	34	21	variance	variance	NOUN
abrj-3	34	22	)	)	PUNCT
abrj-3	34	23	is	be	AUX
abrj-3	34	24	named	name	VERB
abrj-3	34	25	as	as	ADP
abrj-3	34	26	an	an	DET
abrj-3	34	27	undesirable	undesirable	ADJ
abrj-3	34	28	thing	thing	NOUN
abrj-3	34	29	.	.	PUNCT
abrj-3	35	1	therefore	therefore	ADV
abrj-3	35	2	,	,	PUNCT
abrj-3	35	3	a	a	DET
abrj-3	35	4	rational	rational	ADJ
abrj-3	35	5	investor	investor	NOUN
abrj-3	35	6	will	will	AUX
abrj-3	35	7	prefer	prefer	VERB
abrj-3	35	8	a	a	DET
abrj-3	35	9	portfolio	portfolio	NOUN
abrj-3	35	10	combination	combination	NOUN
abrj-3	35	11	so	so	SCONJ
abrj-3	35	12	that	that	SCONJ
abrj-3	35	13	the	the	DET
abrj-3	35	14	portfolio	portfolio	NOUN
abrj-3	35	15	risk	risk	NOUN
abrj-3	35	16	is	be	AUX
abrj-3	35	17	reduced	reduce	VERB
abrj-3	35	18	.	.	PUNCT
abrj-3	36	1	when	when	SCONJ
abrj-3	36	2	explaining	explain	VERB
abrj-3	36	3	about	about	ADP
abrj-3	36	4	portfolio	portfolio	NOUN
abrj-3	36	5	diversification	diversification	NOUN
abrj-3	36	6	benefits	benefit	NOUN
abrj-3	36	7	,	,	PUNCT
abrj-3	36	8	we	we	PRON
abrj-3	36	9	often	often	ADV
abrj-3	36	10	provide	provide	VERB
abrj-3	36	11	a	a	DET
abrj-3	36	12	standard	standard	ADJ
abrj-3	36	13	example	example	NOUN
abrj-3	36	14	:	:	PUNCT
abrj-3	36	15	combining	combine	VERB
abrj-3	36	16	stocks	stock	NOUN
abrj-3	36	17	with	with	ADP
abrj-3	36	18	low	low	ADJ
abrj-3	36	19	correlations	correlation	NOUN
abrj-3	36	20	to	to	PART
abrj-3	36	21	construct	construct	VERB
abrj-3	36	22	a	a	DET
abrj-3	36	23	portfolio	portfolio	NOUN
abrj-3	36	24	.	.	PUNCT
abrj-3	37	1	mathematically	mathematically	ADV
abrj-3	37	2	,	,	PUNCT
abrj-3	37	3	we	we	PRON
abrj-3	37	4	know	know	VERB
abrj-3	37	5	that	that	SCONJ
abrj-3	37	6	the	the	DET
abrj-3	37	7	portfolio	portfolio	NOUN
abrj-3	37	8	risk	risk	NOUN
abrj-3	37	9	(	(	PUNCT
abrj-3	37	10	i.e.	i.e.	X
abrj-3	37	11	standard	standard	ADJ
abrj-3	37	12	deviation	deviation	NOUN
abrj-3	37	13	)	)	PUNCT
abrj-3	37	14	will	will	AUX
abrj-3	37	15	be	be	AUX
abrj-3	37	16	reduced	reduce	VERB
abrj-3	37	17	.	.	PUNCT
abrj-3	38	1	in	in	ADP
abrj-3	38	2	commodity	commodity	NOUN
abrj-3	38	3	markets	market	NOUN
abrj-3	38	4	we	we	PRON
abrj-3	38	5	will	will	AUX
abrj-3	38	6	also	also	ADV
abrj-3	38	7	expect	expect	VERB
abrj-3	38	8	the	the	DET
abrj-3	38	9	reduced	reduce	VERB
abrj-3	38	10	commodity	commodity	NOUN
abrj-3	38	11	portfolio	portfolio	NOUN
abrj-3	38	12	risk	risk	NOUN
abrj-3	38	13	.	.	PUNCT
abrj-3	39	1	however	however	ADV
abrj-3	39	2	,	,	PUNCT
abrj-3	39	3	there	there	PRON
abrj-3	39	4	is	be	VERB
abrj-3	39	5	another	another	DET
abrj-3	39	6	question	question	NOUN
abrj-3	39	7	about	about	ADP
abrj-3	39	8	the	the	DET
abrj-3	39	9	commodity	commodity	NOUN
abrj-3	39	10	portfolio	portfolio	NOUN
abrj-3	39	11	risk	risk	NOUN
abrj-3	39	12	measures	measure	NOUN
abrj-3	39	13	.	.	PUNCT
abrj-3	40	1	as	as	SCONJ
abrj-3	40	2	the	the	DET
abrj-3	40	3	commodity	commodity	NOUN
abrj-3	40	4	portfolio	portfolio	NOUN
abrj-3	40	5	standard	standard	ADJ
abrj-3	40	6	deviation	deviation	NOUN
abrj-3	40	7	decreases	decrease	VERB
abrj-3	40	8	,	,	PUNCT
abrj-3	40	9	the	the	DET
abrj-3	40	10	commodity	commodity	NOUN
abrj-3	40	11	portfolio	portfolio	NOUN
abrj-3	40	12	risk	risk	NOUN
abrj-3	40	13	measures	measure	NOUN
abrj-3	40	14	are	be	AUX
abrj-3	40	15	also	also	ADV
abrj-3	40	16	expected	expect	VERB
abrj-3	40	17	to	to	PART
abrj-3	40	18	decrease	decrease	VERB
abrj-3	40	19	.	.	PUNCT
abrj-3	41	1	however	however	ADV
abrj-3	41	2	,	,	PUNCT
abrj-3	41	3	how	how	SCONJ
abrj-3	41	4	about	about	ADP
abrj-3	41	5	the	the	DET
abrj-3	41	6	portfolio	portfolio	NOUN
abrj-3	41	7	var	var	NOUN
abrj-3	41	8	and	and	CCONJ
abrj-3	41	9	expected	expect	VERB
abrj-3	41	10	shortfall	shortfall	NOUN
abrj-3	41	11	(	(	PUNCT
abrj-3	41	12	es	es	NOUN
abrj-3	41	13	)	)	PUNCT
abrj-3	41	14	?	?	PUNCT
abrj-3	42	1	are	be	AUX
abrj-3	42	2	there	there	PRON
abrj-3	42	3	something	something	PRON
abrj-3	42	4	unexpected	unexpected	ADJ
abrj-3	42	5	consequences	consequence	NOUN
abrj-3	42	6	of	of	ADP
abrj-3	42	7	the	the	DET
abrj-3	42	8	commodities	commodity	NOUN
abrj-3	42	9	portfolio	portfolio	NOUN
abrj-3	42	10	?	?	PUNCT
abrj-3	43	1	this	this	PRON
abrj-3	43	2	is	be	AUX
abrj-3	43	3	a	a	DET
abrj-3	43	4	research	research	NOUN
abrj-3	43	5	question	question	NOUN
abrj-3	43	6	that	that	SCONJ
abrj-3	43	7	we	we	PRON
abrj-3	43	8	would	would	AUX
abrj-3	43	9	like	like	VERB
abrj-3	43	10	to	to	PART
abrj-3	43	11	unmask	unmask	VERB
abrj-3	43	12	in	in	ADP
abrj-3	43	13	this	this	DET
abrj-3	43	14	paper	paper	NOUN
abrj-3	43	15	.	.	PUNCT
abrj-3	44	1	therefore	therefore	ADV
abrj-3	44	2	,	,	PUNCT
abrj-3	44	3	this	this	DET
abrj-3	44	4	paper	paper	NOUN
abrj-3	44	5	mainly	mainly	ADV
abrj-3	44	6	explores	explore	VERB
abrj-3	44	7	the	the	DET
abrj-3	44	8	benefits	benefit	NOUN
abrj-3	44	9	and	and	CCONJ
abrj-3	44	10	consequences	consequence	NOUN
abrj-3	44	11	of	of	ADP
abrj-3	44	12	having	have	VERB
abrj-3	44	13	commodities	commodity	NOUN
abrj-3	44	14	as	as	ADP
abrj-3	44	15	a	a	DET
abrj-3	44	16	portfolio	portfolio	NOUN
abrj-3	44	17	instead	instead	ADV
abrj-3	44	18	of	of	ADP
abrj-3	44	19	a	a	DET
abrj-3	44	20	single	single	ADJ
abrj-3	44	21	asset	asset	NOUN
abrj-3	44	22	.	.	PUNCT
abrj-3	45	1	this	this	DET
abrj-3	45	2	paper	paper	NOUN
abrj-3	45	3	contributes	contribute	VERB
abrj-3	45	4	to	to	ADP
abrj-3	45	5	the	the	DET
abrj-3	45	6	literature	literature	NOUN
abrj-3	45	7	in	in	ADP
abrj-3	45	8	twofold	twofold	NOUN
abrj-3	45	9	.	.	PUNCT
abrj-3	46	1	first	first	ADV
abrj-3	46	2	,	,	PUNCT
abrj-3	46	3	this	this	DET
abrj-3	46	4	paper	paper	NOUN
abrj-3	46	5	extends	extend	VERB
abrj-3	46	6	further	further	ADJ
abrj-3	46	7	previous	previous	ADJ
abrj-3	46	8	research	research	NOUN
abrj-3	46	9	on	on	ADP
abrj-3	46	10	commodity	commodity	NOUN
abrj-3	46	11	volatility	volatility	NOUN
abrj-3	46	12	modeling	modeling	NOUN
abrj-3	46	13	by	by	ADP
abrj-3	46	14	considering	consider	VERB
abrj-3	46	15	commodity	commodity	NOUN
abrj-3	46	16	portfolio	portfolio	NOUN
abrj-3	46	17	volatility	volatility	NOUN
abrj-3	46	18	rather	rather	ADV
abrj-3	46	19	than	than	ADP
abrj-3	46	20	a	a	DET
abrj-3	46	21	single	single	ADJ
abrj-3	46	22	commodity	commodity	NOUN
abrj-3	46	23	volatility	volatility	NOUN
abrj-3	46	24	.	.	PUNCT
abrj-3	47	1	second	second	ADJ
abrj-3	47	2	,	,	PUNCT
abrj-3	47	3	it	it	PRON
abrj-3	47	4	offers	offer	VERB
abrj-3	47	5	new	new	ADJ
abrj-3	47	6	perspective	perspective	NOUN
abrj-3	47	7	of	of	ADP
abrj-3	47	8	investigating	investigate	VERB
abrj-3	47	9	portfolio	portfolio	NOUN
abrj-3	47	10	var	var	NOUN
abrj-3	47	11	and	and	CCONJ
abrj-3	47	12	es	es	X
abrj-3	47	13	in	in	ADP
abrj-3	47	14	commodity	commodity	NOUN
abrj-3	47	15	markets	market	NOUN
abrj-3	47	16	.	.	PUNCT
abrj-3	48	1	this	this	PRON
abrj-3	48	2	complements	complement	VERB
abrj-3	48	3	existing	exist	VERB
abrj-3	48	4	literature	literature	NOUN
abrj-3	48	5	examining	examine	VERB
abrj-3	48	6	portfolio	portfolio	NOUN
abrj-3	48	7	var	var	NOUN
abrj-3	48	8	in	in	ADP
abrj-3	48	9	foreign	foreign	ADJ
abrj-3	48	10	exchange	exchange	NOUN
abrj-3	48	11	market	market	NOUN
abrj-3	48	12	(	(	PUNCT
abrj-3	48	13	chen	chen	PROPN
abrj-3	48	14	et	et	PROPN
abrj-3	48	15	al	al	PROPN
abrj-3	48	16	.	.	PROPN
abrj-3	48	17	,	,	PUNCT
abrj-3	48	18	2007	2007	NUM
abrj-3	48	19	)	)	PUNCT
abrj-3	48	20	and	and	CCONJ
abrj-3	48	21	stock	stock	NOUN
abrj-3	48	22	and	and	CCONJ
abrj-3	48	23	index	index	NOUN
abrj-3	48	24	markets	market	NOUN
abrj-3	48	25	(	(	PUNCT
abrj-3	48	26	lin	lin	PROPN
abrj-3	48	27	and	and	CCONJ
abrj-3	48	28	ko	ko	PROPN
abrj-3	48	29	,	,	PUNCT
abrj-3	48	30	2009	2009	NUM
abrj-3	48	31	;	;	PUNCT
abrj-3	48	32	goh	goh	PROPN
abrj-3	48	33	et	et	PROPN
abrj-3	48	34	al	al	PROPN
abrj-3	48	35	.	.	PROPN
abrj-3	48	36	,	,	PUNCT
abrj-3	48	37	2012	2012	NUM
abrj-3	48	38	;	;	PUNCT
abrj-3	48	39	palomba	palomba	NOUN
abrj-3	48	40	and	and	CCONJ
abrj-3	48	41	riccetti	riccetti	ADJ
abrj-3	48	42	,	,	PUNCT
abrj-3	48	43	2012	2012	NUM
abrj-3	48	44	;	;	PUNCT
abrj-3	48	45	chen	chen	PROPN
abrj-3	48	46	and	and	CCONJ
abrj-3	48	47	tu	tu	PROPN
abrj-3	48	48	,	,	PUNCT
abrj-3	48	49	2013	2013	NUM
abrj-3	48	50	)	)	PUNCT
abrj-3	48	51	.	.	PUNCT
abrj-3	49	1	while	while	SCONJ
abrj-3	49	2	there	there	PRON
abrj-3	49	3	are	be	VERB
abrj-3	49	4	recent	recent	ADJ
abrj-3	49	5	works	work	NOUN
abrj-3	49	6	by	by	ADP
abrj-3	49	7	ghorbel	ghorbel	NOUN
abrj-3	49	8	and	and	CCONJ
abrj-3	49	9	trabelsi	trabelsi	NOUN
abrj-3	49	10	(	(	PUNCT
abrj-3	49	11	2014	2014	NUM
abrj-3	49	12	)	)	PUNCT
abrj-3	49	13	and	and	CCONJ
abrj-3	49	14	siburg	siburg	PROPN
abrj-3	49	15	et	et	PROPN
abrj-3	49	16	al	al	PROPN
abrj-3	49	17	.	.	PROPN
abrj-3	50	1	(	(	PUNCT
abrj-3	50	2	2015	2015	NUM
abrj-3	50	3	)	)	PUNCT
abrj-3	50	4	investigating	investigate	VERB
abrj-3	50	5	portfolio	portfolio	NOUN
abrj-3	50	6	var	var	NOUN
abrj-3	50	7	from	from	ADP
abrj-3	50	8	energy	energy	NOUN
abrj-3	50	9	markets	market	NOUN
abrj-3	50	10	,	,	PUNCT
abrj-3	50	11	this	this	DET
abrj-3	50	12	paper	paper	NOUN
abrj-3	50	13	differs	differ	VERB
abrj-3	50	14	from	from	ADP
abrj-3	50	15	their	their	PRON
abrj-3	50	16	works	work	NOUN
abrj-3	50	17	by	by	ADP
abrj-3	50	18	developing	develop	VERB
abrj-3	50	19	various	various	ADJ
abrj-3	50	20	portfolios	portfolio	NOUN
abrj-3	50	21	consisting	consist	VERB
abrj-3	50	22	of	of	ADP
abrj-3	50	23	selected	select	VERB
abrj-3	50	24	commodities	commodity	NOUN
abrj-3	50	25	and	and	CCONJ
abrj-3	50	26	focusing	focus	VERB
abrj-3	50	27	on	on	ADP
abrj-3	50	28	the	the	DET
abrj-3	50	29	diversification	diversification	NOUN
abrj-3	50	30	benefits	benefit	NOUN
abrj-3	50	31	and	and	CCONJ
abrj-3	50	32	consequences	consequence	NOUN
abrj-3	50	33	of	of	ADP
abrj-3	50	34	commodity	commodity	NOUN
abrj-3	50	35	portfolios	portfolio	NOUN
abrj-3	50	36	.	.	PUNCT
abrj-3	51	1	the	the	DET
abrj-3	51	2	remainder	remainder	NOUN
abrj-3	51	3	of	of	ADP
abrj-3	51	4	the	the	DET
abrj-3	51	5	paper	paper	NOUN
abrj-3	51	6	is	be	AUX
abrj-3	51	7	organized	organize	VERB
abrj-3	51	8	as	as	ADP
abrj-3	51	9	follow	follow	NOUN
abrj-3	51	10	.	.	PUNCT
abrj-3	52	1	section	section	NOUN
abrj-3	52	2	2	2	NUM
abrj-3	52	3	provides	provide	VERB
abrj-3	52	4	a	a	DET
abrj-3	52	5	brief	brief	ADJ
abrj-3	52	6	discussion	discussion	NOUN
abrj-3	52	7	about	about	ADP
abrj-3	52	8	commodity	commodity	NOUN
abrj-3	52	9	markets	market	NOUN
abrj-3	52	10	and	and	CCONJ
abrj-3	52	11	portfolio	portfolio	NOUN
abrj-3	52	12	var	var	NOUN
abrj-3	52	13	and	and	CCONJ
abrj-3	52	14	es	es	NOUN
abrj-3	52	15	.	.	PROPN
abrj-3	52	16	section	section	NOUN
abrj-3	52	17	3	3	NUM
abrj-3	52	18	explains	explain	VERB
abrj-3	52	19	the	the	DET
abrj-3	52	20	method	method	NOUN
abrj-3	52	21	.	.	PUNCT
abrj-3	53	1	section	section	NOUN
abrj-3	53	2	4	4	NUM
abrj-3	53	3	describes	describe	VERB
abrj-3	53	4	the	the	DET
abrj-3	53	5	data	datum	NOUN
abrj-3	53	6	and	and	CCONJ
abrj-3	53	7	discusses	discuss	VERB
abrj-3	53	8	the	the	DET
abrj-3	53	9	empirical	empirical	ADJ
abrj-3	53	10	results	result	NOUN
abrj-3	53	11	.	.	PUNCT
abrj-3	54	1	section	section	NOUN
abrj-3	54	2	5	5	NUM
abrj-3	54	3	concludes	conclude	VERB
abrj-3	54	4	and	and	CCONJ
abrj-3	54	5	provides	provide	VERB
abrj-3	54	6	suggestions	suggestion	NOUN
abrj-3	54	7	for	for	ADP
abrj-3	54	8	future	future	ADJ
abrj-3	54	9	research	research	NOUN
abrj-3	54	10	.	.	PUNCT
abrj-3	55	1	2	2	X
abrj-3	55	2	.	.	X
abrj-3	55	3	theoretical	theoretical	ADJ
abrj-3	55	4	background	background	NOUN
abrj-3	55	5	2.1	2.1	NUM
abrj-3	55	6	.	.	PUNCT
abrj-3	56	1	commodity	commodity	NOUN
abrj-3	56	2	markets	market	NOUN
abrj-3	56	3	routledge	routledge	VERB
abrj-3	56	4	et	et	PROPN
abrj-3	56	5	al	al	PROPN
abrj-3	56	6	.	.	PROPN
abrj-3	57	1	(	(	PUNCT
abrj-3	57	2	2000	2000	NUM
abrj-3	57	3	)	)	PUNCT
abrj-3	57	4	provide	provide	VERB
abrj-3	57	5	a	a	DET
abrj-3	57	6	brief	brief	ADJ
abrj-3	57	7	summary	summary	NOUN
abrj-3	57	8	about	about	ADP
abrj-3	57	9	the	the	DET
abrj-3	57	10	properties	property	NOUN
abrj-3	57	11	commodity	commodity	NOUN
abrj-3	57	12	markets	market	NOUN
abrj-3	57	13	that	that	PRON
abrj-3	57	14	are	be	AUX
abrj-3	57	15	different	different	ADJ
abrj-3	57	16	from	from	ADP
abrj-3	57	17	standard	standard	ADJ
abrj-3	57	18	financial	financial	ADJ
abrj-3	57	19	assets	asset	NOUN
abrj-3	57	20	(	(	PUNCT
abrj-3	57	21	like	like	ADP
abrj-3	57	22	bonds	bond	NOUN
abrj-3	57	23	and	and	CCONJ
abrj-3	57	24	stocks	stock	NOUN
abrj-3	57	25	)	)	PUNCT
abrj-3	57	26	.	.	PUNCT
abrj-3	58	1	they	they	PRON
abrj-3	58	2	document	document	VERB
abrj-3	58	3	that	that	SCONJ
abrj-3	58	4	:	:	PUNCT
abrj-3	58	5	i	i	X
abrj-3	58	6	)	)	PUNCT
abrj-3	58	7	commodity	commodity	NOUN
abrj-3	58	8	futures	future	NOUN
abrj-3	58	9	prices	price	NOUN
abrj-3	58	10	tend	tend	VERB
abrj-3	58	11	to	to	PART
abrj-3	58	12	decrease	decrease	VERB
abrj-3	58	13	with	with	ADP
abrj-3	58	14	time	time	NOUN
abrj-3	58	15	-	-	PUNCT
abrj-3	58	16	to	to	ADP
abrj-3	58	17	-	-	PUNCT
abrj-3	58	18	delivery	delivery	NOUN
abrj-3	58	19	,	,	PUNCT
abrj-3	58	20	ii	ii	NOUN
abrj-3	58	21	)	)	PUNCT
abrj-3	58	22	commodities	commodity	NOUN
abrj-3	58	23	prices	price	NOUN
abrj-3	58	24	are	be	AUX
abrj-3	58	25	mean	mean	VERB
abrj-3	58	26	reverting	revert	VERB
abrj-3	58	27	and	and	CCONJ
abrj-3	58	28	strongly	strongly	ADV
abrj-3	58	29	heteroskedastic	heteroskedastic	ADJ
abrj-3	58	30	,	,	PUNCT
abrj-3	58	31	iii	iii	PROPN
abrj-3	58	32	)	)	PUNCT
abrj-3	58	33	the	the	DET
abrj-3	58	34	term	term	NOUN
abrj-3	58	35	structure	structure	NOUN
abrj-3	58	36	of	of	ADP
abrj-3	58	37	commodity	commodity	NOUN
abrj-3	58	38	forward	forward	ADJ
abrj-3	58	39	price	price	NOUN
abrj-3	58	40	volatility	volatility	NOUN
abrj-3	58	41	tends	tend	VERB
abrj-3	58	42	to	to	PART
abrj-3	58	43	decrease	decrease	VERB
abrj-3	58	44	with	with	ADP
abrj-3	58	45	contract	contract	NOUN
abrj-3	58	46	horizon	horizon	NOUN
abrj-3	58	47	,	,	PUNCT
abrj-3	58	48	iv	iv	X
abrj-3	58	49	)	)	PUNCT
abrj-3	58	50	strong	strong	ADJ
abrj-3	58	51	seasonality	seasonality	NOUN
abrj-3	58	52	in	in	ADP
abrj-3	58	53	price	price	NOUN
abrj-3	58	54	levels	level	NOUN
abrj-3	58	55	and	and	CCONJ
abrj-3	58	56	volatilities	volatility	NOUN
abrj-3	58	57	.	.	PUNCT
abrj-3	59	1	furthermore	furthermore	ADV
abrj-3	59	2	,	,	PUNCT
abrj-3	59	3	casassus	casassus	NOUN
abrj-3	59	4	and	and	CCONJ
abrj-3	59	5	dufresne	dufresne	NOUN
abrj-3	59	6	(	(	PUNCT
abrj-3	59	7	2005	2005	NUM
abrj-3	59	8	)	)	PUNCT
abrj-3	59	9	argue	argue	VERB
abrj-3	59	10	that	that	SCONJ
abrj-3	59	11	time	time	NOUN
abrj-3	59	12	varying	vary	VERB
abrj-3	59	13	risk	risk	NOUN
abrj-3	59	14	in	in	ADP
abrj-3	59	15	commodity	commodity	NOUN
abrj-3	59	16	markets	market	NOUN
abrj-3	59	17	is	be	AUX
abrj-3	59	18	substantial	substantial	ADJ
abrj-3	59	19	.	.	PUNCT
abrj-3	60	1	therefore	therefore	ADV
abrj-3	60	2	,	,	PUNCT
abrj-3	60	3	we	we	PRON
abrj-3	60	4	should	should	AUX
abrj-3	60	5	incorporate	incorporate	VERB
abrj-3	60	6	this	this	DET
abrj-3	60	7	time	time	NOUN
abrj-3	60	8	varying	vary	VERB
abrj-3	60	9	risk	risk	NOUN
abrj-3	60	10	when	when	SCONJ
abrj-3	60	11	working	work	VERB
abrj-3	60	12	on	on	ADP
abrj-3	60	13	commodity	commodity	NOUN
abrj-3	60	14	markets	market	NOUN
abrj-3	60	15	.	.	PUNCT
abrj-3	61	1	in	in	ADP
abrj-3	61	2	the	the	DET
abrj-3	61	3	first	first	ADJ
abrj-3	61	4	paragraph	paragraph	NOUN
abrj-3	61	5	of	of	ADP
abrj-3	61	6	the	the	DET
abrj-3	61	7	introduction	introduction	NOUN
abrj-3	61	8	section	section	NOUN
abrj-3	61	9	,	,	PUNCT
abrj-3	61	10	we	we	PRON
abrj-3	61	11	discuss	discuss	VERB
abrj-3	61	12	about	about	ADP
abrj-3	61	13	the	the	DET
abrj-3	61	14	financialization	financialization	NOUN
abrj-3	61	15	of	of	ADP
abrj-3	61	16	commodity	commodity	NOUN
abrj-3	61	17	markets	market	NOUN
abrj-3	61	18	.	.	PUNCT
abrj-3	62	1	in	in	ADP
abrj-3	62	2	this	this	DET
abrj-3	62	3	part	part	NOUN
abrj-3	62	4	,	,	PUNCT
abrj-3	62	5	we	we	PRON
abrj-3	62	6	limit	limit	VERB
abrj-3	62	7	the	the	DET
abrj-3	62	8	financialized	financialize	VERB
abrj-3	62	9	commodities	commodity	NOUN
abrj-3	62	10	in	in	ADP
abrj-3	62	11	our	our	PRON
abrj-3	62	12	terminology	terminology	NOUN
abrj-3	62	13	.	.	PUNCT
abrj-3	63	1	first	first	ADV
abrj-3	63	2	,	,	PUNCT
abrj-3	63	3	we	we	PRON
abrj-3	63	4	examine	examine	VERB
abrj-3	63	5	and	and	CCONJ
abrj-3	63	6	compile	compile	NOUN
abrj-3	63	7	literatures	literature	NOUN
abrj-3	63	8	(	(	PUNCT
abrj-3	63	9	nakaso	nakaso	NOUN
abrj-3	63	10	,	,	PUNCT
abrj-3	63	11	2011	2011	NUM
abrj-3	63	12	;	;	PUNCT
abrj-3	63	13	plantier	plantier	NOUN
abrj-3	63	14	,	,	PUNCT
abrj-3	63	15	2012	2012	NUM
abrj-3	63	16	;	;	PUNCT
abrj-3	63	17	baker	baker	NOUN
abrj-3	63	18	,	,	PUNCT
abrj-3	63	19	2015	2015	NUM
abrj-3	63	20	)	)	PUNCT
abrj-3	63	21	discussing	discuss	VERB
abrj-3	63	22	financialized	financialize	VERB
abrj-3	63	23	commodities	commodity	NOUN
abrj-3	63	24	.	.	PUNCT
abrj-3	64	1	then	then	ADV
abrj-3	64	2	,	,	PUNCT
abrj-3	64	3	we	we	PRON
abrj-3	64	4	document	document	VERB
abrj-3	64	5	that	that	SCONJ
abrj-3	64	6	oil	oil	NOUN
abrj-3	64	7	,	,	PUNCT
abrj-3	64	8	natural	natural	ADJ
abrj-3	64	9	gas	gas	NOUN
abrj-3	64	10	,	,	PUNCT
abrj-3	64	11	gold	gold	NOUN
abrj-3	64	12	,	,	PUNCT
abrj-3	64	13	silver	silver	NOUN
abrj-3	64	14	,	,	PUNCT
abrj-3	64	15	copper	copper	NOUN
abrj-3	64	16	,	,	PUNCT
abrj-3	64	17	corn	corn	NOUN
abrj-3	64	18	,	,	PUNCT
abrj-3	64	19	wheat	wheat	NOUN
abrj-3	64	20	and	and	CCONJ
abrj-3	64	21	soybean	soybean	NOUN
abrj-3	64	22	are	be	AUX
abrj-3	64	23	the	the	DET
abrj-3	64	24	most	most	ADV
abrj-3	64	25	discussed	discuss	VERB
abrj-3	64	26	commodities	commodity	NOUN
abrj-3	64	27	.	.	PUNCT
abrj-3	65	1	therefore	therefore	ADV
abrj-3	65	2	,	,	PUNCT
abrj-3	65	3	those	those	DET
abrj-3	65	4	commodities	commodity	NOUN
abrj-3	65	5	are	be	AUX
abrj-3	65	6	the	the	DET
abrj-3	65	7	financialized	financialize	VERB
abrj-3	65	8	commodities	commodity	NOUN
abrj-3	65	9	we	we	PRON
abrj-3	65	10	refer	refer	VERB
abrj-3	65	11	to	to	ADP
abrj-3	65	12	.	.	PUNCT
abrj-3	66	1	2.2	2.2	NUM
abrj-3	66	2	.	.	PUNCT
abrj-3	67	1	portfolio	portfolio	NOUN
abrj-3	67	2	var	var	NOUN
abrj-3	67	3	and	and	CCONJ
abrj-3	67	4	es	es	VERB
abrj-3	67	5	basically	basically	ADV
abrj-3	67	6	,	,	PUNCT
abrj-3	67	7	the	the	DET
abrj-3	67	8	portfolio	portfolio	NOUN
abrj-3	67	9	var	var	NOUN
abrj-3	67	10	and	and	CCONJ
abrj-3	67	11	es	es	NOUN
abrj-3	67	12	are	be	AUX
abrj-3	67	13	similar	similar	ADJ
abrj-3	67	14	to	to	ADP
abrj-3	67	15	a	a	DET
abrj-3	67	16	single	single	ADJ
abrj-3	67	17	asset	asset	NOUN
abrj-3	67	18	var	var	NOUN
abrj-3	67	19	and	and	CCONJ
abrj-3	67	20	es	es	NOUN
abrj-3	67	21	.	.	PUNCT
abrj-3	68	1	the	the	DET
abrj-3	68	2	difference	difference	NOUN
abrj-3	68	3	is	be	AUX
abrj-3	68	4	only	only	ADV
abrj-3	68	5	calculating	calculate	VERB
abrj-3	68	6	the	the	DET
abrj-3	68	7	portfolio	portfolio	NOUN
abrj-3	68	8	standard	standard	ADJ
abrj-3	68	9	deviation	deviation	NOUN
abrj-3	68	10	.	.	PUNCT
abrj-3	69	1	in	in	ADP
abrj-3	69	2	a	a	DET
abrj-3	69	3	single	single	ADJ
abrj-3	69	4	asset	asset	NOUN
abrj-3	69	5	,	,	PUNCT
abrj-3	69	6	we	we	PRON
abrj-3	69	7	just	just	ADV
abrj-3	69	8	calculate	calculate	VERB
abrj-3	69	9	the	the	DET
abrj-3	69	10	standard	standard	ADJ
abrj-3	69	11	deviation	deviation	NOUN
abrj-3	69	12	of	of	ADP
abrj-3	69	13	the	the	DET
abrj-3	69	14	asset	asset	NOUN
abrj-3	69	15	returns	return	NOUN
abrj-3	69	16	and	and	CCONJ
abrj-3	69	17	then	then	ADV
abrj-3	69	18	calculate	calculate	VERB
abrj-3	69	19	the	the	DET
abrj-3	69	20	var	var	NOUN
abrj-3	69	21	and	and	CCONJ
abrj-3	69	22	es	es	NOUN
abrj-3	69	23	in	in	ADP
abrj-3	69	24	a	a	DET
abrj-3	69	25	portfolio	portfolio	NOUN
abrj-3	69	26	,	,	PUNCT
abrj-3	69	27	it	it	PRON
abrj-3	69	28	needs	need	VERB
abrj-3	69	29	a	a	DET
abrj-3	69	30	bit	bit	NOUN
abrj-3	69	31	more	more	ADJ
abrj-3	69	32	procedure	procedure	NOUN
abrj-3	69	33	since	since	SCONJ
abrj-3	69	34	we	we	PRON
abrj-3	69	35	have	have	VERB
abrj-3	69	36	to	to	PART
abrj-3	69	37	calculate	calculate	VERB
abrj-3	69	38	the	the	DET
abrj-3	69	39	standard	standard	ADJ
abrj-3	69	40	deviation	deviation	NOUN
abrj-3	69	41	of	of	ADP
abrj-3	69	42	the	the	DET
abrj-3	69	43	portfolio	portfolio	NOUN
abrj-3	69	44	returns	return	NOUN
abrj-3	69	45	(	(	PUNCT
abrj-3	69	46	this	this	PRON
abrj-3	69	47	becomes	become	VERB
abrj-3	69	48	complex	complex	ADJ
abrj-3	69	49	when	when	SCONJ
abrj-3	69	50	the	the	DET
abrj-3	69	51	portfolio	portfolio	NOUN
abrj-3	69	52	consists	consist	VERB
abrj-3	69	53	of	of	ADP
abrj-3	69	54	more	more	ADJ
abrj-3	69	55	than	than	ADP
abrj-3	69	56	two	two	NUM
abrj-3	69	57	assets	asset	NOUN
abrj-3	69	58	)	)	PUNCT
abrj-3	69	59	.	.	PUNCT
abrj-3	70	1	after	after	ADP
abrj-3	70	2	obtaining	obtain	VERB
abrj-3	70	3	the	the	DET
abrj-3	70	4	standard	standard	ADJ
abrj-3	70	5	deviation	deviation	NOUN
abrj-3	70	6	of	of	ADP
abrj-3	70	7	the	the	DET
abrj-3	70	8	portfolio	portfolio	NOUN
abrj-3	70	9	returns	return	NOUN
abrj-3	70	10	,	,	PUNCT
abrj-3	70	11	we	we	PRON
abrj-3	70	12	can	can	AUX
abrj-3	70	13	calculate	calculate	VERB
abrj-3	70	14	the	the	DET
abrj-3	70	15	portfolio	portfolio	NOUN
abrj-3	70	16	var	var	NOUN
abrj-3	70	17	and	and	CCONJ
abrj-3	70	18	es	es	NOUN
abrj-3	70	19	.	.	PROPN
abrj-3	71	1	portfolio	portfolio	NOUN
abrj-3	71	2	var	var	PROPN
abrj-3	71	3	is	be	AUX
abrj-3	71	4	the	the	DET
abrj-3	71	5	left	left	ADJ
abrj-3	71	6	tail	tail	NOUN
abrj-3	71	7	of	of	ADP
abrj-3	71	8	a	a	DET
abrj-3	71	9	portfolio	portfolio	NOUN
abrj-3	71	10	return	return	NOUN
abrj-3	71	11	explaining	explain	VERB
abrj-3	71	12	the	the	DET
abrj-3	71	13	minimum	minimum	ADJ
abrj-3	71	14	losses	loss	NOUN
abrj-3	71	15	of	of	ADP
abrj-3	71	16	a	a	DET
abrj-3	71	17	portfolio	portfolio	NOUN
abrj-3	71	18	during	during	ADP
abrj-3	71	19	a	a	DET
abrj-3	71	20	trading	trading	NOUN
abrj-3	71	21	period	period	NOUN
abrj-3	71	22	at	at	ADP
abrj-3	71	23	a	a	DET
abrj-3	71	24	given	give	VERB
abrj-3	71	25	confidence	confidence	NOUN
abrj-3	71	26	interval	interval	NOUN
abrj-3	71	27	.	.	PUNCT
abrj-3	72	1	suppose	suppose	VERB
abrj-3	72	2	a	a	DET
abrj-3	72	3	portfolio	portfolio	NOUN
abrj-3	72	4	var	var	NOUN
abrj-3	72	5	is	be	AUX
abrj-3	72	6	negative	negative	ADJ
abrj-3	72	7	10	10	NUM
abrj-3	72	8	percent	percent	NOUN
abrj-3	72	9	for	for	ADP
abrj-3	72	10	a	a	DET
abrj-3	72	11	weekly	weekly	ADJ
abrj-3	72	12	trading	trading	NOUN
abrj-3	72	13	period	period	NOUN
abrj-3	72	14	at	at	ADP
abrj-3	72	15	95	95	NUM
abrj-3	72	16	percent	percent	NOUN
abrj-3	72	17	confidence	confidence	NOUN
abrj-3	72	18	interval	interval	NOUN
abrj-3	72	19	.	.	PUNCT
abrj-3	73	1	this	this	PRON
abrj-3	73	2	means	mean	VERB
abrj-3	73	3	that	that	SCONJ
abrj-3	73	4	the	the	DET
abrj-3	73	5	portfolio	portfolio	NOUN
abrj-3	73	6	is	be	AUX
abrj-3	73	7	expected	expect	VERB
abrj-3	73	8	to	to	PART
abrj-3	73	9	suffer	suffer	VERB
abrj-3	73	10	loss	loss	NOUN
abrj-3	73	11	at	at	ADV
abrj-3	73	12	least	least	ADV
abrj-3	73	13	10	10	NUM
abrj-3	73	14	percent	percent	NOUN
abrj-3	73	15	for	for	ADP
abrj-3	73	16	5	5	NUM
abrj-3	73	17	weeks	week	NOUN
abrj-3	73	18	for	for	ADP
abrj-3	73	19	every	every	DET
abrj-3	73	20	100	100	NUM
abrj-3	73	21	weeks	week	NOUN
abrj-3	73	22	trading	trading	NOUN
abrj-3	73	23	period	period	NOUN
abrj-3	73	24	.	.	PUNCT
abrj-3	74	1	thus	thus	ADV
abrj-3	74	2	,	,	PUNCT
abrj-3	74	3	we	we	PRON
abrj-3	74	4	expect	expect	VERB
abrj-3	74	5	that	that	SCONJ
abrj-3	74	6	there	there	PRON
abrj-3	74	7	would	would	AUX
abrj-3	74	8	be	be	AUX
abrj-3	74	9	five	five	NUM
abrj-3	74	10	losses	loss	NOUN
abrj-3	74	11	more	more	ADJ
abrj-3	74	12	than	than	ADP
abrj-3	74	13	10	10	NUM
abrj-3	74	14	percent	percent	NOUN
abrj-3	74	15	during	during	ADP
abrj-3	74	16	the	the	DET
abrj-3	74	17	two	two	NUM
abrj-3	74	18	years	year	NOUN
abrj-3	74	19	(	(	PUNCT
abrj-3	74	20	104	104	NUM
abrj-3	74	21	weeks	week	NOUN
abrj-3	74	22	)	)	PUNCT
abrj-3	74	23	weekly	weekly	ADJ
abrj-3	74	24	periods	period	NOUN
abrj-3	74	25	.	.	PUNCT
abrj-3	75	1	however	however	ADV
abrj-3	75	2	,	,	PUNCT
abrj-3	75	3	the	the	DET
abrj-3	75	4	var	var	NOUN
abrj-3	75	5	measure	measure	NOUN
abrj-3	75	6	(	(	PUNCT
abrj-3	75	7	both	both	CCONJ
abrj-3	75	8	in	in	ADP
abrj-3	75	9	single	single	ADJ
abrj-3	75	10	asset	asset	NOUN
abrj-3	75	11	and	and	CCONJ
abrj-3	75	12	portfolio	portfolio	NOUN
abrj-3	75	13	)	)	PUNCT
abrj-3	75	14	has	have	VERB
abrj-3	75	15	a	a	DET
abrj-3	75	16	problem	problem	NOUN
abrj-3	75	17	as	as	ADP
abrj-3	75	18	a	a	DET
abrj-3	75	19	risk	risk	NOUN
abrj-3	75	20	measure	measure	NOUN
abrj-3	75	21	because	because	SCONJ
abrj-3	75	22	var	var	NOUN
abrj-3	75	23	violates	violate	VERB
abrj-3	75	24	the	the	DET
abrj-3	75	25	subadditivity	subadditivity	NOUN
abrj-3	75	26	principle	principle	NOUN
abrj-3	75	27	(	(	PUNCT
abrj-3	75	28	hull	hull	NOUN
abrj-3	75	29	,	,	PUNCT
abrj-3	75	30	2007	2007	NUM
abrj-3	75	31	;	;	PUNCT
abrj-3	75	32	danielsson	danielsson	PROPN
abrj-3	75	33	,	,	PUNCT
abrj-3	75	34	2011	2011	NUM
abrj-3	75	35	)	)	PUNCT
abrj-3	75	36	.	.	PUNCT
abrj-3	76	1	an	an	DET
abrj-3	76	2	alternative	alternative	ADJ
abrj-3	76	3	risk	risk	NOUN
abrj-3	76	4	measure	measure	NOUN
abrj-3	76	5	that	that	PRON
abrj-3	76	6	is	be	AUX
abrj-3	76	7	subadditive	subadditive	ADJ
abrj-3	76	8	is	be	AUX
abrj-3	76	9	es	es	X
abrj-3	76	10	(	(	PUNCT
abrj-3	76	11	see	see	VERB
abrj-3	76	12	the	the	DET
abrj-3	76	13	proof	proof	NOUN
abrj-3	76	14	in	in	ADP
abrj-3	76	15	artzner	artzner	NOUN
abrj-3	76	16	et	et	PROPN
abrj-3	76	17	al	al	PROPN
abrj-3	76	18	.	.	PUNCT
abrj-3	77	1	(	(	PUNCT
abrj-3	77	2	1999	1999	NUM
abrj-3	77	3	)	)	PUNCT
abrj-3	77	4	)	)	PUNCT
abrj-3	77	5	.	.	PUNCT
abrj-3	78	1	es	es	X
abrj-3	78	2	is	be	AUX
abrj-3	78	3	an	an	DET
abrj-3	78	4	expected	expect	VERB
abrj-3	78	5	tail	tail	NOUN
abrj-3	78	6	loss	loss	NOUN
abrj-3	78	7	when	when	SCONJ
abrj-3	78	8	a	a	DET
abrj-3	78	9	var	var	NOUN
abrj-3	78	10	limit	limit	NOUN
abrj-3	78	11	is	be	AUX
abrj-3	78	12	violated	violate	VERB
abrj-3	78	13	.	.	PUNCT
abrj-3	79	1	3	3	X
abrj-3	79	2	.	.	X
abrj-3	79	3	methodology	methodology	NOUN
abrj-3	79	4	3.1	3.1	NUM
abrj-3	79	5	.	.	PUNCT
abrj-3	80	1	portfolio	portfolio	NOUN
abrj-3	80	2	standard	standard	ADJ
abrj-3	80	3	deviation	deviation	NOUN
abrj-3	80	4	,	,	PUNCT
abrj-3	80	5	var	var	NOUN
abrj-3	80	6	and	and	CCONJ
abrj-3	80	7	es	es	X
abrj-3	80	8	we	we	PRON
abrj-3	80	9	can	can	AUX
abrj-3	80	10	calculate	calculate	VERB
abrj-3	80	11	the	the	DET
abrj-3	80	12	variance	variance	NOUN
abrj-3	80	13	of	of	ADP
abrj-3	80	14	an	an	DET
abrj-3	80	15	equally	equally	ADV
abrj-3	80	16	weighted	weight	VERB
abrj-3	80	17	portfolio	portfolio	NOUN
abrj-3	80	18	,	,	PUNCT
abrj-3	80	19	,	,	PUNCT
abrj-3	80	20	consisting	consist	VERB
abrj-3	80	21	of	of	ADP
abrj-3	80	22	n	n	NOUN
abrj-3	80	23	-	-	PUNCT
abrj-3	80	24	assets	asset	NOUN
abrj-3	80	25	using	use	VERB
abrj-3	80	26	the	the	DET
abrj-3	80	27	formula	formula	NOUN
abrj-3	80	28	below	below	ADV
abrj-3	80	29	.	.	PUNCT
abrj-3	81	1	[	[	X
abrj-3	81	2	]	]	X
abrj-3	81	3	[	[	PUNCT
abrj-3	81	4	]	]	X
abrj-3	81	5	[	[	PUNCT
abrj-3	81	6	]	]	X
abrj-3	81	7	(	(	PUNCT
abrj-3	81	8	1	1	X
abrj-3	81	9	)	)	PUNCT
abrj-3	81	10	this	this	DET
abrj-3	81	11	paper	paper	NOUN
abrj-3	81	12	use	use	VERB
abrj-3	81	13	equation	equation	NOUN
abrj-3	81	14	1	1	NUM
abrj-3	81	15	to	to	PART
abrj-3	81	16	calculate	calculate	VERB
abrj-3	81	17	weighted	weight	VERB
abrj-3	81	18	portfolio	portfolio	NOUN
abrj-3	81	19	variance	variance	NOUN
abrj-3	81	20	,	,	PUNCT
abrj-3	81	21	.	.	PUNCT
abrj-3	82	1	where	where	SCONJ
abrj-3	82	2	w	w	NOUN
abrj-3	82	3	is	be	AUX
abrj-3	82	4	a	a	DET
abrj-3	82	5	row	row	NOUN
abrj-3	82	6	matrix	matrix	NOUN
abrj-3	82	7	containing	contain	VERB
abrj-3	82	8	equal	equal	ADJ
abrj-3	82	9	weight	weight	NOUN
abrj-3	82	10	of	of	ADP
abrj-3	82	11	n	n	NOUN
abrj-3	82	12	-	-	PUNCT
abrj-3	82	13	assets	asset	NOUN
abrj-3	82	14	and	and	CCONJ
abrj-3	82	15	is	be	AUX
abrj-3	82	16	a	a	DET
abrj-3	82	17	covariance	covariance	NOUN
abrj-3	82	18	matrix	matrix	NOUN
abrj-3	82	19	of	of	ADP
abrj-3	82	20	return	return	NOUN
abrj-3	82	21	series	series	NOUN
abrj-3	82	22	of	of	ADP
abrj-3	82	23	n	n	NOUN
abrj-3	82	24	-	-	PUNCT
abrj-3	82	25	assets	asset	NOUN
abrj-3	82	26	.	.	PUNCT
abrj-3	83	1	the	the	DET
abrj-3	83	2	portfolio	portfolio	NOUN
abrj-3	83	3	standard	standard	ADJ
abrj-3	83	4	deviation	deviation	NOUN
abrj-3	83	5	is	be	AUX
abrj-3	83	6	the	the	DET
abrj-3	83	7	square	square	ADJ
abrj-3	83	8	root	root	NOUN
abrj-3	83	9	of	of	ADP
abrj-3	83	10	the	the	DET
abrj-3	83	11	portfolio	portfolio	NOUN
abrj-3	83	12	variance	variance	NOUN
abrj-3	83	13	we	we	PRON
abrj-3	83	14	obtain	obtain	VERB
abrj-3	83	15	from	from	ADP
abrj-3	83	16	equation	equation	NOUN
abrj-3	83	17	1	1	NUM
abrj-3	83	18	.	.	PUNCT
abrj-3	83	19	asian	asian	ADJ
abrj-3	83	20	business	business	PROPN
abrj-3	83	21	research	research	NOUN
abrj-3	83	22	journal	journal	NOUN
abrj-3	83	23	,	,	PUNCT
abrj-3	83	24	2019	2019	NUM
abrj-3	83	25	,	,	PUNCT
abrj-3	83	26	4	4	NUM
abrj-3	83	27	:	:	SYM
abrj-3	83	28	17	17	NUM
abrj-3	83	29	-	-	SYM
abrj-3	83	30	28	28	NUM
abrj-3	83	31	19	19	NUM
abrj-3	83	32	©	©	PROPN
abrj-3	83	33	2019	2019	NUM
abrj-3	83	34	by	by	ADP
abrj-3	83	35	the	the	DET
abrj-3	83	36	authors	author	NOUN
abrj-3	83	37	;	;	PUNCT
abrj-3	83	38	licensee	licensee	NOUN
abrj-3	83	39	eastern	eastern	ADJ
abrj-3	83	40	centre	centre	NOUN
abrj-3	83	41	of	of	ADP
abrj-3	83	42	science	science	NOUN
abrj-3	83	43	and	and	CCONJ
abrj-3	83	44	education	education	NOUN
abrj-3	83	45	,	,	PUNCT
abrj-3	83	46	usa	usa	PROPN
abrj-3	83	47	an	an	DET
abrj-3	83	48	equally	equally	ADV
abrj-3	83	49	weighted	weight	VERB
abrj-3	83	50	portfolio	portfolio	NOUN
abrj-3	83	51	is	be	AUX
abrj-3	83	52	the	the	DET
abrj-3	83	53	equal	equal	ADJ
abrj-3	83	54	weight	weight	NOUN
abrj-3	83	55	of	of	ADP
abrj-3	83	56	n	n	NOUN
abrj-3	83	57	-	-	PUNCT
abrj-3	83	58	assets	asset	NOUN
abrj-3	83	59	.	.	PUNCT
abrj-3	84	1	thus	thus	ADV
abrj-3	84	2	,	,	PUNCT
abrj-3	84	3	if	if	SCONJ
abrj-3	84	4	a	a	DET
abrj-3	84	5	portfolio	portfolio	NOUN
abrj-3	84	6	consists	consist	VERB
abrj-3	84	7	of	of	ADP
abrj-3	84	8	two	two	NUM
abrj-3	84	9	assets	asset	NOUN
abrj-3	84	10	,	,	PUNCT
abrj-3	84	11	the	the	DET
abrj-3	84	12	equal	equal	ADJ
abrj-3	84	13	weight	weight	NOUN
abrj-3	84	14	would	would	AUX
abrj-3	84	15	be	be	AUX
abrj-3	84	16	0.5	0.5	NUM
abrj-3	84	17	for	for	ADP
abrj-3	84	18	asset	asset	NOUN
abrj-3	84	19	1	1	NUM
abrj-3	84	20	and	and	CCONJ
abrj-3	84	21	0.5	0.5	NUM
abrj-3	84	22	for	for	ADP
abrj-3	84	23	asset	asset	NOUN
abrj-3	84	24	2	2	NUM
abrj-3	84	25	.	.	PUNCT
abrj-3	85	1	a	a	DET
abrj-3	85	2	portfolio	portfolio	NOUN
abrj-3	85	3	consists	consist	VERB
abrj-3	85	4	of	of	ADP
abrj-3	85	5	four	four	NUM
abrj-3	85	6	assets	asset	NOUN
abrj-3	85	7	would	would	AUX
abrj-3	85	8	have	have	VERB
abrj-3	85	9	0.25	0.25	NUM
abrj-3	85	10	for	for	ADP
abrj-3	85	11	asset	asset	NOUN
abrj-3	85	12	1	1	NUM
abrj-3	85	13	,	,	PUNCT
abrj-3	85	14	0.25	0.25	NUM
abrj-3	85	15	for	for	ADP
abrj-3	85	16	asset	asset	NOUN
abrj-3	85	17	2	2	NUM
abrj-3	85	18	,	,	PUNCT
abrj-3	85	19	0.25	0.25	NUM
abrj-3	85	20	for	for	ADP
abrj-3	85	21	asset	asset	NOUN
abrj-3	85	22	3	3	NUM
abrj-3	85	23	and	and	CCONJ
abrj-3	85	24	0.25	0.25	NUM
abrj-3	85	25	for	for	ADP
abrj-3	85	26	asset	asset	NOUN
abrj-3	85	27	4	4	NUM
abrj-3	85	28	.	.	PUNCT
abrj-3	86	1	in	in	ADP
abrj-3	86	2	this	this	DET
abrj-3	86	3	paper	paper	NOUN
abrj-3	86	4	,	,	PUNCT
abrj-3	86	5	an	an	DET
abrj-3	86	6	asset	asset	NOUN
abrj-3	86	7	refers	refer	VERB
abrj-3	86	8	to	to	ADP
abrj-3	86	9	a	a	DET
abrj-3	86	10	financialized	financialize	VERB
abrj-3	86	11	commodity	commodity	NOUN
abrj-3	86	12	.	.	PUNCT
abrj-3	87	1	we	we	PRON
abrj-3	87	2	calculate	calculate	VERB
abrj-3	87	3	the	the	DET
abrj-3	87	4	possible	possible	ADJ
abrj-3	87	5	combinations	combination	NOUN
abrj-3	87	6	of	of	ADP
abrj-3	87	7	commodities	commodity	NOUN
abrj-3	87	8	portfolio	portfolio	NOUN
abrj-3	87	9	in	in	ADP
abrj-3	87	10	order	order	NOUN
abrj-3	87	11	to	to	PART
abrj-3	87	12	find	find	VERB
abrj-3	87	13	the	the	DET
abrj-3	87	14	combination	combination	NOUN
abrj-3	87	15	with	with	ADP
abrj-3	87	16	the	the	DET
abrj-3	87	17	minimum	minimum	ADJ
abrj-3	87	18	commodities	commodity	NOUN
abrj-3	87	19	portfolio	portfolio	NOUN
abrj-3	87	20	standard	standard	ADJ
abrj-3	87	21	deviation	deviation	NOUN
abrj-3	87	22	.	.	PUNCT
abrj-3	88	1	for	for	ADP
abrj-3	88	2	instance	instance	NOUN
abrj-3	88	3	,	,	PUNCT
abrj-3	88	4	2	2	NUM
abrj-3	88	5	commodities	commodity	NOUN
abrj-3	88	6	portfolio	portfolio	NOUN
abrj-3	88	7	means	mean	VERB
abrj-3	88	8	that	that	SCONJ
abrj-3	88	9	there	there	PRON
abrj-3	88	10	are	be	VERB
abrj-3	88	11	trials	trial	NOUN
abrj-3	88	12	of	of	ADP
abrj-3	88	13	combination	combination	NOUN
abrj-3	88	14	between	between	ADP
abrj-3	88	15	commodity	commodity	NOUN
abrj-3	88	16	1	1	NUM
abrj-3	88	17	and	and	CCONJ
abrj-3	88	18	commodity	commodity	NOUN
abrj-3	88	19	2	2	NUM
abrj-3	88	20	up	up	ADP
abrj-3	88	21	to	to	PART
abrj-3	88	22	28	28	NUM
abrj-3	88	23	attempts	attempt	NOUN
abrj-3	88	24	.	.	PUNCT
abrj-3	89	1	3	3	NUM
abrj-3	89	2	commodities	commodity	NOUN
abrj-3	89	3	portfolio	portfolio	NOUN
abrj-3	89	4	means	mean	VERB
abrj-3	89	5	that	that	SCONJ
abrj-3	89	6	there	there	PRON
abrj-3	89	7	are	be	VERB
abrj-3	89	8	trials	trial	NOUN
abrj-3	89	9	of	of	ADP
abrj-3	89	10	combination	combination	NOUN
abrj-3	89	11	among	among	ADP
abrj-3	89	12	commodity	commodity	NOUN
abrj-3	89	13	1	1	NUM
abrj-3	89	14	,	,	PUNCT
abrj-3	89	15	commodity	commodity	NOUN
abrj-3	89	16	2	2	NUM
abrj-3	89	17	,	,	PUNCT
abrj-3	89	18	and	and	CCONJ
abrj-3	89	19	commodity	commodity	NOUN
abrj-3	89	20	3	3	NUM
abrj-3	89	21	up	up	ADP
abrj-3	89	22	to	to	ADP
abrj-3	89	23	56	56	NUM
abrj-3	89	24	attempts	attempt	NOUN
abrj-3	89	25	.	.	PUNCT
abrj-3	90	1	and	and	CCONJ
abrj-3	90	2	so	so	ADV
abrj-3	90	3	forth	forth	ADV
abrj-3	90	4	until	until	ADP
abrj-3	90	5	8	8	NUM
abrj-3	90	6	commodities	commodity	NOUN
abrj-3	90	7	portfolio	portfolio	NOUN
abrj-3	90	8	.	.	PUNCT
abrj-3	91	1	table	table	NOUN
abrj-3	91	2	1	1	NUM
abrj-3	91	3	demonstrates	demonstrate	VERB
abrj-3	91	4	the	the	DET
abrj-3	91	5	possible	possible	ADJ
abrj-3	91	6	trials	trial	NOUN
abrj-3	91	7	of	of	ADP
abrj-3	91	8	2	2	NUM
abrj-3	91	9	,	,	PUNCT
abrj-3	91	10	3	3	NUM
abrj-3	91	11	and	and	CCONJ
abrj-3	91	12	4	4	NUM
abrj-3	91	13	commodities	commodity	NOUN
abrj-3	91	14	portfolios	portfolio	NOUN
abrj-3	91	15	from	from	ADP
abrj-3	91	16	8	8	NUM
abrj-3	91	17	commodities	commodity	NOUN
abrj-3	91	18	.	.	PUNCT
abrj-3	92	1	number	number	NOUN
abrj-3	92	2	1	1	NUM
abrj-3	92	3	,	,	PUNCT
abrj-3	92	4	2	2	NUM
abrj-3	92	5	,	,	PUNCT
abrj-3	92	6	3	3	NUM
abrj-3	92	7	,	,	PUNCT
abrj-3	92	8	…	…	PUNCT
abrj-3	92	9	,	,	PUNCT
abrj-3	92	10	and	and	CCONJ
abrj-3	92	11	8	8	NUM
abrj-3	92	12	refers	refer	VERB
abrj-3	92	13	to	to	ADP
abrj-3	92	14	each	each	DET
abrj-3	92	15	commodity	commodity	NOUN
abrj-3	92	16	:	:	PUNCT
abrj-3	92	17	oil	oil	NOUN
abrj-3	92	18	,	,	PUNCT
abrj-3	92	19	natural	natural	ADJ
abrj-3	92	20	gas	gas	NOUN
abrj-3	92	21	,	,	PUNCT
abrj-3	92	22	gold	gold	NOUN
abrj-3	92	23	,	,	PUNCT
abrj-3	92	24	silver	silver	NOUN
abrj-3	92	25	,	,	PUNCT
abrj-3	92	26	copper	copper	NOUN
abrj-3	92	27	,	,	PUNCT
abrj-3	92	28	corn	corn	NOUN
abrj-3	92	29	,	,	PUNCT
abrj-3	92	30	wheat	wheat	NOUN
abrj-3	92	31	,	,	PUNCT
abrj-3	92	32	and	and	CCONJ
abrj-3	92	33	soybean	soybean	NOUN
abrj-3	92	34	respectively	respectively	ADV
abrj-3	92	35	.	.	PUNCT
abrj-3	93	1	after	after	ADP
abrj-3	93	2	obtaining	obtain	VERB
abrj-3	93	3	portfolio	portfolio	NOUN
abrj-3	93	4	’s	’s	PART
abrj-3	93	5	standard	standard	ADJ
abrj-3	93	6	deviation	deviation	NOUN
abrj-3	93	7	,	,	PUNCT
abrj-3	93	8	a	a	DET
abrj-3	93	9	portfolio	portfolio	NOUN
abrj-3	93	10	var	var	NOUN
abrj-3	93	11	can	can	AUX
abrj-3	93	12	be	be	AUX
abrj-3	93	13	calculated	calculate	VERB
abrj-3	93	14	as	as	ADP
abrj-3	93	15	follow	follow	NOUN
abrj-3	93	16	(	(	PUNCT
abrj-3	93	17	hull	hull	NOUN
abrj-3	93	18	,	,	PUNCT
abrj-3	93	19	2007	2007	NUM
abrj-3	93	20	;	;	PUNCT
abrj-3	93	21	danielsson	danielsson	PROPN
abrj-3	93	22	,	,	PUNCT
abrj-3	93	23	2011	2011	NUM
abrj-3	93	24	):	):	PUNCT
abrj-3	93	25	(	(	PUNCT
abrj-3	93	26	2	2	X
abrj-3	93	27	)	)	PUNCT
abrj-3	93	28	in	in	ADP
abrj-3	93	29	the	the	DET
abrj-3	93	30	equation	equation	NOUN
abrj-3	93	31	2	2	NUM
abrj-3	93	32	,	,	PUNCT
abrj-3	93	33	σp	σp	PROPN
abrj-3	93	34	denotes	denote	VERB
abrj-3	93	35	the	the	DET
abrj-3	93	36	portfolio	portfolio	NOUN
abrj-3	93	37	’s	’s	PART
abrj-3	93	38	standard	standard	ADJ
abrj-3	93	39	deviation	deviation	NOUN
abrj-3	93	40	,	,	PUNCT
abrj-3	93	41	n-1(x	n-1(x	NOUN
abrj-3	93	42	)	)	PUNCT
abrj-3	93	43	is	be	AUX
abrj-3	93	44	the	the	DET
abrj-3	93	45	inverse	inverse	NOUN
abrj-3	93	46	cumulative	cumulative	ADJ
abrj-3	93	47	normal	normal	ADJ
abrj-3	93	48	distribution	distribution	NOUN
abrj-3	93	49	at	at	ADP
abrj-3	93	50	x	x	PUNCT
abrj-3	93	51	confidence	confidence	NOUN
abrj-3	93	52	level	level	NOUN
abrj-3	93	53	.	.	PUNCT
abrj-3	94	1	a	a	DET
abrj-3	94	2	portfolio	portfolio	NOUN
abrj-3	94	3	es	es	NOUN
abrj-3	94	4	can	can	AUX
abrj-3	94	5	be	be	AUX
abrj-3	94	6	calculated	calculate	VERB
abrj-3	94	7	as	as	ADP
abrj-3	94	8	follow	follow	NOUN
abrj-3	94	9	(	(	PUNCT
abrj-3	94	10	danielsson	danielsson	PROPN
abrj-3	94	11	,	,	PUNCT
abrj-3	94	12	2011	2011	NUM
abrj-3	94	13	):	):	PUNCT
abrj-3	94	14	(	(	PUNCT
abrj-3	94	15	3	3	X
abrj-3	94	16	)	)	PUNCT
abrj-3	94	17	in	in	ADP
abrj-3	94	18	the	the	DET
abrj-3	94	19	equation	equation	NOUN
abrj-3	94	20	3	3	NUM
abrj-3	94	21	,	,	PUNCT
abrj-3	94	22	σp	σp	PROPN
abrj-3	94	23	denotes	denote	VERB
abrj-3	94	24	the	the	DET
abrj-3	94	25	portfolio	portfolio	NOUN
abrj-3	94	26	’s	’s	PART
abrj-3	94	27	standard	standard	ADJ
abrj-3	94	28	deviation	deviation	NOUN
abrj-3	94	29	,	,	PUNCT
abrj-3	94	30	ϕ	ϕ	NOUN
abrj-3	94	31	and	and	CCONJ
abrj-3	94	32	ф	ф	PROPN
abrj-3	94	33	are	be	AUX
abrj-3	94	34	the	the	DET
abrj-3	94	35	normal	normal	ADJ
abrj-3	94	36	density	density	NOUN
abrj-3	94	37	and	and	CCONJ
abrj-3	94	38	distribution	distribution	NOUN
abrj-3	94	39	,	,	PUNCT
abrj-3	94	40	respectively	respectively	ADV
abrj-3	94	41	,	,	PUNCT
abrj-3	94	42	at	at	ADP
abrj-3	94	43	x	x	NOUN
abrj-3	94	44	confidence	confidence	NOUN
abrj-3	94	45	level	level	NOUN
abrj-3	94	46	.	.	PUNCT
abrj-3	95	1	3.2	3.2	NUM
abrj-3	95	2	.	.	PUNCT
abrj-3	95	3	backtesting	backteste	VERB
abrj-3	95	4	backtesting	backtesting	NOUN
abrj-3	95	5	is	be	AUX
abrj-3	95	6	the	the	DET
abrj-3	95	7	procedure	procedure	NOUN
abrj-3	95	8	to	to	PART
abrj-3	95	9	compare	compare	VERB
abrj-3	95	10	the	the	DET
abrj-3	95	11	ex	ex	NOUN
abrj-3	95	12	-	-	NOUN
abrj-3	95	13	ante	ante	NOUN
abrj-3	95	14	(	(	PUNCT
abrj-3	95	15	estimated	estimate	VERB
abrj-3	95	16	)	)	PUNCT
abrj-3	95	17	var	var	NOUN
abrj-3	95	18	with	with	ADP
abrj-3	95	19	the	the	DET
abrj-3	95	20	ex	ex	NOUN
abrj-3	95	21	-	-	NOUN
abrj-3	95	22	post	post	ADJ
abrj-3	95	23	(	(	PUNCT
abrj-3	95	24	realized	realize	VERB
abrj-3	95	25	)	)	PUNCT
abrj-3	95	26	return	return	NOUN
abrj-3	95	27	.	.	PUNCT
abrj-3	96	1	the	the	DET
abrj-3	96	2	commodity	commodity	NOUN
abrj-3	96	3	portfolio	portfolio	NOUN
abrj-3	96	4	var	var	NOUN
abrj-3	96	5	is	be	AUX
abrj-3	96	6	estimated	estimate	VERB
abrj-3	96	7	from	from	ADP
abrj-3	96	8	the	the	DET
abrj-3	96	9	data	datum	NOUN
abrj-3	96	10	during	during	ADP
abrj-3	96	11	in	in	ADP
abrj-3	96	12	-	-	PUNCT
abrj-3	96	13	sample	sample	NOUN
abrj-3	96	14	-	-	PUNCT
abrj-3	96	15	period	period	NOUN
abrj-3	96	16	.	.	PUNCT
abrj-3	97	1	we	we	PRON
abrj-3	97	2	use	use	VERB
abrj-3	97	3	10	10	NUM
abrj-3	97	4	years	year	NOUN
abrj-3	97	5	rolling	roll	VERB
abrj-3	97	6	(	(	PUNCT
abrj-3	97	7	moving	move	VERB
abrj-3	97	8	)	)	PUNCT
abrj-3	97	9	window	window	NOUN
abrj-3	97	10	to	to	PART
abrj-3	97	11	update	update	VERB
abrj-3	97	12	the	the	DET
abrj-3	97	13	portfolio	portfolio	NOUN
abrj-3	97	14	covariance	covariance	NOUN
abrj-3	97	15	matrix	matrix	NOUN
abrj-3	97	16	.	.	PUNCT
abrj-3	98	1	then	then	ADV
abrj-3	98	2	,	,	PUNCT
abrj-3	98	3	we	we	PRON
abrj-3	98	4	perform	perform	VERB
abrj-3	98	5	the	the	DET
abrj-3	98	6	backtesting	backtesting	NOUN
abrj-3	98	7	during	during	ADP
abrj-3	98	8	out	out	ADV
abrj-3	98	9	-	-	PUNCT
abrj-3	98	10	of	of	ADP
abrj-3	98	11	-	-	PUNCT
abrj-3	98	12	sample	sample	NOUN
abrj-3	98	13	period	period	NOUN
abrj-3	98	14	to	to	PART
abrj-3	98	15	measure	measure	VERB
abrj-3	98	16	the	the	DET
abrj-3	98	17	var	var	NOUN
abrj-3	98	18	accuracy	accuracy	NOUN
abrj-3	98	19	of	of	ADP
abrj-3	98	20	the	the	DET
abrj-3	98	21	commodity	commodity	NOUN
abrj-3	98	22	portfolio	portfolio	NOUN
abrj-3	98	23	.	.	PUNCT
abrj-3	99	1	in	in	ADP
abrj-3	99	2	this	this	DET
abrj-3	99	3	procedure	procedure	NOUN
abrj-3	99	4	,	,	PUNCT
abrj-3	99	5	we	we	PRON
abrj-3	99	6	can	can	AUX
abrj-3	99	7	observe	observe	VERB
abrj-3	99	8	how	how	SCONJ
abrj-3	99	9	many	many	ADJ
abrj-3	99	10	var	var	NOUN
abrj-3	99	11	violations	violation	NOUN
abrj-3	99	12	occur	occur	VERB
abrj-3	99	13	in	in	ADP
abrj-3	99	14	each	each	DET
abrj-3	99	15	portfolio	portfolio	NOUN
abrj-3	99	16	combination	combination	NOUN
abrj-3	99	17	var	var	NOUN
abrj-3	99	18	during	during	ADP
abrj-3	99	19	the	the	DET
abrj-3	99	20	out	out	ADJ
abrj-3	99	21	-	-	PUNCT
abrj-3	99	22	of	of	ADP
abrj-3	99	23	-	-	PUNCT
abrj-3	99	24	sample	sample	NOUN
abrj-3	99	25	period	period	NOUN
abrj-3	99	26	.	.	PUNCT
abrj-3	100	1	4	4	X
abrj-3	100	2	.	.	X
abrj-3	100	3	empirical	empirical	ADJ
abrj-3	100	4	analysis	analysis	NOUN
abrj-3	100	5	4.1	4.1	NUM
abrj-3	100	6	.	.	PUNCT
abrj-3	101	1	data	datum	NOUN
abrj-3	101	2	our	our	PRON
abrj-3	101	3	sample	sample	NOUN
abrj-3	101	4	includes	include	VERB
abrj-3	101	5	eight	eight	NUM
abrj-3	101	6	financialized	financialize	VERB
abrj-3	101	7	commodities	commodity	NOUN
abrj-3	101	8	:	:	PUNCT
abrj-3	101	9	crude	crude	ADJ
abrj-3	101	10	oil	oil	NOUN
abrj-3	101	11	,	,	PUNCT
abrj-3	101	12	natural	natural	ADJ
abrj-3	101	13	gas	gas	NOUN
abrj-3	101	14	,	,	PUNCT
abrj-3	101	15	gold	gold	NOUN
abrj-3	101	16	,	,	PUNCT
abrj-3	101	17	silver	silver	NOUN
abrj-3	101	18	,	,	PUNCT
abrj-3	101	19	copper	copper	NOUN
abrj-3	101	20	,	,	PUNCT
abrj-3	101	21	corn	corn	NOUN
abrj-3	101	22	,	,	PUNCT
abrj-3	101	23	wheat	wheat	NOUN
abrj-3	101	24	and	and	CCONJ
abrj-3	101	25	soybean	soybean	NOUN
abrj-3	101	26	.	.	PUNCT
abrj-3	102	1	the	the	DET
abrj-3	102	2	choice	choice	NOUN
abrj-3	102	3	of	of	ADP
abrj-3	102	4	the	the	DET
abrj-3	102	5	commodities	commodity	NOUN
abrj-3	102	6	is	be	AUX
abrj-3	102	7	motivated	motivate	VERB
abrj-3	102	8	by	by	ADP
abrj-3	102	9	our	our	PRON
abrj-3	102	10	focus	focus	NOUN
abrj-3	102	11	on	on	ADP
abrj-3	102	12	financialized	financialize	VERB
abrj-3	102	13	commodities	commodity	NOUN
abrj-3	102	14	that	that	PRON
abrj-3	102	15	are	be	AUX
abrj-3	102	16	most	most	ADV
abrj-3	102	17	mentioned	mention	VERB
abrj-3	102	18	(	(	PUNCT
abrj-3	102	19	nakaso	nakaso	NOUN
abrj-3	102	20	,	,	PUNCT
abrj-3	102	21	2011	2011	NUM
abrj-3	102	22	;	;	PUNCT
abrj-3	102	23	plantier	plantier	NOUN
abrj-3	102	24	,	,	PUNCT
abrj-3	102	25	2012	2012	NUM
abrj-3	102	26	;	;	PUNCT
abrj-3	102	27	baker	baker	NOUN
abrj-3	102	28	,	,	PUNCT
abrj-3	102	29	2015	2015	NUM
abrj-3	102	30	)	)	PUNCT
abrj-3	102	31	.	.	PUNCT
abrj-3	103	1	table	table	NOUN
abrj-3	103	2	2	2	NUM
abrj-3	103	3	elaborates	elaborate	VERB
abrj-3	103	4	further	far	ADV
abrj-3	103	5	those	those	DET
abrj-3	103	6	commodities	commodity	NOUN
abrj-3	103	7	.	.	PUNCT
abrj-3	104	1	asian	asian	ADJ
abrj-3	104	2	business	business	PROPN
abrj-3	104	3	research	research	NOUN
abrj-3	104	4	journal	journal	NOUN
abrj-3	104	5	,	,	PUNCT
abrj-3	104	6	2019	2019	NUM
abrj-3	104	7	,	,	PUNCT
abrj-3	104	8	4	4	NUM
abrj-3	104	9	:	:	SYM
abrj-3	104	10	17	17	NUM
abrj-3	104	11	-	-	SYM
abrj-3	104	12	28	28	NUM
abrj-3	104	13	20	20	NUM
abrj-3	104	14	©	©	PROPN
abrj-3	104	15	2019	2019	NUM
abrj-3	104	16	by	by	ADP
abrj-3	104	17	the	the	DET
abrj-3	104	18	authors	author	NOUN
abrj-3	104	19	;	;	PUNCT
abrj-3	104	20	licensee	licensee	NOUN
abrj-3	104	21	eastern	eastern	ADJ
abrj-3	104	22	centre	centre	NOUN
abrj-3	104	23	of	of	ADP
abrj-3	104	24	science	science	NOUN
abrj-3	104	25	and	and	CCONJ
abrj-3	104	26	education	education	NOUN
abrj-3	104	27	,	,	PUNCT
abrj-3	104	28	usa	usa	PROPN
abrj-3	104	29	table-1	table-1	NUM
abrj-3	104	30	.	.	PUNCT
abrj-3	105	1	the	the	DET
abrj-3	105	2	possible	possible	ADJ
abrj-3	105	3	trials	trial	NOUN
abrj-3	105	4	of	of	ADP
abrj-3	105	5	2	2	NUM
abrj-3	105	6	,	,	PUNCT
abrj-3	105	7	3	3	NUM
abrj-3	105	8	and	and	CCONJ
abrj-3	105	9	4	4	NUM
abrj-3	105	10	commodities	commodity	NOUN
abrj-3	105	11	portfolios	portfolio	NOUN
abrj-3	105	12	from	from	ADP
abrj-3	105	13	8	8	NUM
abrj-3	105	14	commodities	commodity	NOUN
abrj-3	105	15	.	.	PUNCT
abrj-3	106	1	trial	trial	NOUN
abrj-3	106	2	2	2	NUM
abrj-3	106	3	commodities	commodity	NOUN
abrj-3	106	4	portfolio	portfolio	NOUN
abrj-3	106	5	trial	trial	NOUN
abrj-3	106	6	3	3	NUM
abrj-3	106	7	commodities	commodity	NOUN
abrj-3	106	8	portfolio	portfolio	NOUN
abrj-3	106	9	trial	trial	NOUN
abrj-3	106	10	4	4	NUM
abrj-3	106	11	commodities	commodity	NOUN
abrj-3	106	12	portfolio	portfolio	NOUN
abrj-3	106	13	commodity	commodity	NOUN
abrj-3	106	14	1	1	NUM
abrj-3	106	15	commodity	commodity	NOUN
abrj-3	106	16	2	2	NUM
abrj-3	106	17	commodity	commodity	NOUN
abrj-3	106	18	1	1	NUM
abrj-3	106	19	commodity	commodity	NOUN
abrj-3	106	20	2	2	NUM
abrj-3	106	21	commodity	commodity	NOUN
abrj-3	106	22	3	3	NUM
abrj-3	106	23	commodity	commodity	NOUN
abrj-3	106	24	1	1	NUM
abrj-3	106	25	commodity	commodity	NOUN
abrj-3	106	26	2	2	NUM
abrj-3	106	27	commodity	commodity	NOUN
abrj-3	106	28	3	3	NUM
abrj-3	106	29	commodity	commodity	NOUN
abrj-3	106	30	4	4	NUM
abrj-3	106	31	1	1	NUM
abrj-3	106	32	1	1	NUM
abrj-3	106	33	2	2	NUM
abrj-3	106	34	1	1	NUM
abrj-3	106	35	1	1	NUM
abrj-3	106	36	2	2	NUM
abrj-3	106	37	3	3	NUM
abrj-3	106	38	1	1	NUM
abrj-3	106	39	1	1	NUM
abrj-3	106	40	2	2	NUM
abrj-3	106	41	3	3	NUM
abrj-3	106	42	4	4	NUM
abrj-3	106	43	2	2	NUM
abrj-3	106	44	1	1	NUM
abrj-3	106	45	3	3	NUM
abrj-3	106	46	2	2	NUM
abrj-3	106	47	1	1	NUM
abrj-3	106	48	2	2	NUM
abrj-3	106	49	4	4	NUM
abrj-3	106	50	2	2	NUM
abrj-3	106	51	1	1	NUM
abrj-3	106	52	2	2	NUM
abrj-3	106	53	3	3	NUM
abrj-3	106	54	5	5	NUM
abrj-3	106	55	3	3	NUM
abrj-3	106	56	1	1	NUM
abrj-3	106	57	4	4	NUM
abrj-3	106	58	3	3	NUM
abrj-3	106	59	1	1	NUM
abrj-3	106	60	2	2	NUM
abrj-3	106	61	5	5	NUM
abrj-3	106	62	3	3	NUM
abrj-3	106	63	1	1	NUM
abrj-3	106	64	2	2	NUM
abrj-3	106	65	3	3	NUM
abrj-3	106	66	6	6	NUM
abrj-3	106	67	4	4	NUM
abrj-3	106	68	1	1	NUM
abrj-3	106	69	5	5	NUM
abrj-3	106	70	4	4	NUM
abrj-3	106	71	1	1	NUM
abrj-3	106	72	2	2	NUM
abrj-3	106	73	6	6	NUM
abrj-3	106	74	4	4	NUM
abrj-3	106	75	1	1	NUM
abrj-3	106	76	2	2	NUM
abrj-3	106	77	3	3	NUM
abrj-3	106	78	7	7	NUM
abrj-3	106	79	…	…	PUNCT
abrj-3	106	80	…	…	PUNCT
abrj-3	106	81	…	…	PUNCT
abrj-3	106	82	26	26	NUM
abrj-3	106	83	6	6	NUM
abrj-3	106	84	7	7	NUM
abrj-3	106	85	54	54	NUM
abrj-3	106	86	5	5	NUM
abrj-3	106	87	6	6	NUM
abrj-3	106	88	8	8	NUM
abrj-3	106	89	68	68	NUM
abrj-3	106	90	4	4	NUM
abrj-3	106	91	5	5	NUM
abrj-3	106	92	7	7	NUM
abrj-3	106	93	8	8	NUM
abrj-3	106	94	27	27	NUM
abrj-3	106	95	6	6	NUM
abrj-3	106	96	8	8	NUM
abrj-3	106	97	55	55	NUM
abrj-3	106	98	5	5	NUM
abrj-3	106	99	7	7	NUM
abrj-3	106	100	8	8	NUM
abrj-3	106	101	69	69	NUM
abrj-3	106	102	4	4	NUM
abrj-3	106	103	6	6	NUM
abrj-3	106	104	7	7	NUM
abrj-3	106	105	8	8	NUM
abrj-3	106	106	28	28	NUM
abrj-3	106	107	7	7	NUM
abrj-3	106	108	8	8	NUM
abrj-3	106	109	56	56	NUM
abrj-3	106	110	6	6	NUM
abrj-3	106	111	7	7	NUM
abrj-3	106	112	8	8	NUM
abrj-3	106	113	70	70	NUM
abrj-3	106	114	5	5	NUM
abrj-3	106	115	6	6	NUM
abrj-3	106	116	7	7	NUM
abrj-3	106	117	8	8	NUM
abrj-3	106	118	asian	asian	ADJ
abrj-3	106	119	business	business	NOUN
abrj-3	106	120	research	research	NOUN
abrj-3	106	121	journal	journal	NOUN
abrj-3	106	122	,	,	PUNCT
abrj-3	106	123	2019	2019	NUM
abrj-3	106	124	,	,	PUNCT
abrj-3	106	125	4	4	NUM
abrj-3	106	126	:	:	SYM
abrj-3	106	127	17	17	NUM
abrj-3	106	128	-	-	SYM
abrj-3	106	129	28	28	NUM
abrj-3	106	130	21	21	NUM
abrj-3	106	131	©	©	PROPN
abrj-3	106	132	2019	2019	NUM
abrj-3	106	133	by	by	ADP
abrj-3	106	134	the	the	DET
abrj-3	106	135	authors	author	NOUN
abrj-3	106	136	;	;	PUNCT
abrj-3	106	137	licensee	licensee	NOUN
abrj-3	106	138	eastern	eastern	ADJ
abrj-3	106	139	centre	centre	NOUN
abrj-3	106	140	of	of	ADP
abrj-3	106	141	science	science	NOUN
abrj-3	106	142	and	and	CCONJ
abrj-3	106	143	education	education	NOUN
abrj-3	106	144	,	,	PUNCT
abrj-3	106	145	usa	usa	PROPN
abrj-3	106	146	table-2	table-2	PROPN
abrj-3	106	147	.	.	PROPN
abrj-3	107	1	eight	eight	NUM
abrj-3	107	2	financialized	financialize	VERB
abrj-3	107	3	commodities	commodity	NOUN
abrj-3	107	4	in	in	ADP
abrj-3	107	5	our	our	PRON
abrj-3	107	6	sample	sample	NOUN
abrj-3	107	7	.	.	PUNCT
abrj-3	108	1	commodity	commodity	NOUN
abrj-3	108	2	remarks	remark	VERB
abrj-3	108	3	oil	oil	NOUN
abrj-3	108	4	crude	crude	NOUN
abrj-3	108	5	oil	oil	NOUN
abrj-3	108	6	-	-	PUNCT
abrj-3	108	7	wti	wti	PROPN
abrj-3	108	8	gas	gas	NOUN
abrj-3	108	9	natural	natural	ADJ
abrj-3	108	10	gas	gas	NOUN
abrj-3	108	11	-	-	PUNCT
abrj-3	108	12	henry	henry	PROPN
abrj-3	108	13	hub	hub	PROPN
abrj-3	108	14	gold	gold	PROPN
abrj-3	108	15	gold	gold	NOUN
abrj-3	108	16	bullion	bullion	NOUN
abrj-3	108	17	silver	silver	NOUN
abrj-3	108	18	silver	silver	NOUN
abrj-3	108	19	,	,	PUNCT
abrj-3	108	20	handy	handy	ADJ
abrj-3	108	21	harman	harman	ADJ
abrj-3	108	22	copper	copper	NOUN
abrj-3	108	23	lme	lme	PROPN
abrj-3	108	24	-	-	PUNCT
abrj-3	108	25	copper	copper	NOUN
abrj-3	108	26	corn	corn	NOUN
abrj-3	108	27	corn	corn	NOUN
abrj-3	108	28	no.2	no.2	PROPN
abrj-3	108	29	wheat	wheat	NOUN
abrj-3	108	30	wheat	wheat	NOUN
abrj-3	108	31	no.2	no.2	PROPN
abrj-3	108	32	soybean	soybean	NOUN
abrj-3	108	33	soybean	soybean	NOUN
abrj-3	108	34	meal	meal	NOUN
abrj-3	108	35	we	we	PRON
abrj-3	108	36	use	use	VERB
abrj-3	108	37	the	the	DET
abrj-3	108	38	in	in	ADP
abrj-3	108	39	-	-	PUNCT
abrj-3	108	40	sample	sample	NOUN
abrj-3	108	41	period	period	NOUN
abrj-3	108	42	from	from	ADP
abrj-3	108	43	january	january	PROPN
abrj-3	108	44	1	1	NUM
abrj-3	108	45	,	,	PUNCT
abrj-3	108	46	2000	2000	NUM
abrj-3	108	47	to	to	ADP
abrj-3	108	48	december	december	PROPN
abrj-3	108	49	31	31	NUM
abrj-3	108	50	,	,	PUNCT
abrj-3	108	51	2009	2009	NUM
abrj-3	108	52	and	and	CCONJ
abrj-3	108	53	the	the	DET
abrj-3	108	54	out	out	ADV
abrj-3	108	55	-	-	PUNCT
abrj-3	108	56	of	of	ADP
abrj-3	108	57	-	-	PUNCT
abrj-3	108	58	sample	sample	NOUN
abrj-3	108	59	period	period	NOUN
abrj-3	108	60	from	from	ADP
abrj-3	108	61	january	january	PROPN
abrj-3	108	62	1	1	NUM
abrj-3	108	63	,	,	PUNCT
abrj-3	108	64	2010	2010	NUM
abrj-3	108	65	to	to	ADP
abrj-3	108	66	december	december	PROPN
abrj-3	108	67	31	31	NUM
abrj-3	108	68	,	,	PUNCT
abrj-3	108	69	2015	2015	NUM
abrj-3	108	70	(	(	PUNCT
abrj-3	108	71	10	10	NUM
abrj-3	108	72	years	year	NOUN
abrj-3	108	73	of	of	ADP
abrj-3	108	74	in	in	ADP
abrj-3	108	75	-	-	PUNCT
abrj-3	108	76	sample	sample	NOUN
abrj-3	108	77	period	period	NOUN
abrj-3	108	78	and	and	CCONJ
abrj-3	108	79	6	6	NUM
abrj-3	108	80	years	year	NOUN
abrj-3	108	81	out	out	ADP
abrj-3	108	82	of	of	ADP
abrj-3	108	83	sample	sample	NOUN
abrj-3	108	84	period	period	NOUN
abrj-3	108	85	)	)	PUNCT
abrj-3	108	86	.	.	PUNCT
abrj-3	109	1	our	our	PRON
abrj-3	109	2	focus	focus	NOUN
abrj-3	109	3	is	be	AUX
abrj-3	109	4	financialized	financialize	VERB
abrj-3	109	5	commodity	commodity	NOUN
abrj-3	109	6	markets	market	NOUN
abrj-3	109	7	.	.	PUNCT
abrj-3	110	1	therefore	therefore	ADV
abrj-3	110	2	,	,	PUNCT
abrj-3	110	3	we	we	PRON
abrj-3	110	4	start	start	VERB
abrj-3	110	5	the	the	DET
abrj-3	110	6	in	in	ADP
abrj-3	110	7	-	-	PUNCT
abrj-3	110	8	sample	sample	NOUN
abrj-3	110	9	period	period	NOUN
abrj-3	110	10	at	at	ADP
abrj-3	110	11	the	the	DET
abrj-3	110	12	time	time	NOUN
abrj-3	110	13	when	when	SCONJ
abrj-3	110	14	the	the	DET
abrj-3	110	15	commodities	commodity	NOUN
abrj-3	110	16	entered	enter	VERB
abrj-3	110	17	financialization	financialization	NOUN
abrj-3	110	18	era	era	NOUN
abrj-3	110	19	and	and	CCONJ
abrj-3	110	20	been	be	AUX
abrj-3	110	21	identified	identify	VERB
abrj-3	110	22	to	to	PART
abrj-3	110	23	possess	possess	VERB
abrj-3	110	24	special	special	ADJ
abrj-3	110	25	properties	property	NOUN
abrj-3	110	26	.	.	PUNCT
abrj-3	111	1	according	accord	VERB
abrj-3	111	2	to	to	ADP
abrj-3	111	3	rossi	rossi	PROPN
abrj-3	111	4	(	(	PUNCT
abrj-3	111	5	2012	2012	NUM
abrj-3	111	6	)	)	PUNCT
abrj-3	111	7	and	and	CCONJ
abrj-3	111	8	tang	tang	NOUN
abrj-3	111	9	and	and	CCONJ
abrj-3	111	10	xiong	xiong	PROPN
abrj-3	111	11	(	(	PUNCT
abrj-3	111	12	2012	2012	NUM
abrj-3	111	13	)	)	PUNCT
abrj-3	111	14	the	the	DET
abrj-3	111	15	time	time	NOUN
abrj-3	111	16	is	be	AUX
abrj-3	111	17	2000	2000	NUM
abrj-3	111	18	.	.	PUNCT
abrj-3	112	1	we	we	PRON
abrj-3	112	2	end	end	VERB
abrj-3	112	3	the	the	DET
abrj-3	112	4	in	in	ADP
abrj-3	112	5	-	-	PUNCT
abrj-3	112	6	sample	sample	NOUN
abrj-3	112	7	period	period	NOUN
abrj-3	112	8	at	at	ADP
abrj-3	112	9	31	31	NUM
abrj-3	112	10	-	-	PUNCT
abrj-3	112	11	dec-2009	dec-2009	NOUN
abrj-3	112	12	to	to	PART
abrj-3	112	13	maintain	maintain	VERB
abrj-3	112	14	consistency	consistency	NOUN
abrj-3	112	15	of	of	ADP
abrj-3	112	16	10	10	NUM
abrj-3	112	17	years	year	NOUN
abrj-3	112	18	period	period	NOUN
abrj-3	112	19	in	in	ADP
abrj-3	112	20	many	many	ADJ
abrj-3	112	21	empirical	empirical	ADJ
abrj-3	112	22	finance	finance	NOUN
abrj-3	112	23	works	work	NOUN
abrj-3	112	24	(	(	PUNCT
abrj-3	112	25	see	see	VERB
abrj-3	112	26	ledoit	ledoit	NOUN
abrj-3	112	27	and	and	CCONJ
abrj-3	112	28	wolf	wolf	PROPN
abrj-3	112	29	(	(	PUNCT
abrj-3	112	30	2008	2008	NUM
abrj-3	112	31	)	)	PUNCT
abrj-3	112	32	)	)	PUNCT
abrj-3	112	33	.	.	PUNCT
abrj-3	113	1	we	we	PRON
abrj-3	113	2	perform	perform	VERB
abrj-3	113	3	the	the	DET
abrj-3	113	4	stability	stability	NOUN
abrj-3	113	5	tests	test	NOUN
abrj-3	113	6	in	in	ADP
abrj-3	113	7	our	our	PRON
abrj-3	113	8	yearly	yearly	ADJ
abrj-3	113	9	sub	sub	NOUN
abrj-3	113	10	-	-	ADJ
abrj-3	113	11	sample	sample	ADJ
abrj-3	113	12	analysis	analysis	NOUN
abrj-3	113	13	during	during	ADP
abrj-3	113	14	the	the	DET
abrj-3	113	15	6	6	NUM
abrj-3	113	16	years	year	NOUN
abrj-3	113	17	out	out	ADP
abrj-3	113	18	-	-	PUNCT
abrj-3	113	19	of	of	ADP
abrj-3	113	20	-	-	PUNCT
abrj-3	113	21	sample	sample	NOUN
abrj-3	113	22	period	period	NOUN
abrj-3	113	23	.	.	PUNCT
abrj-3	114	1	furthermore	furthermore	ADV
abrj-3	114	2	,	,	PUNCT
abrj-3	114	3	we	we	PRON
abrj-3	114	4	use	use	VERB
abrj-3	114	5	different	different	ADJ
abrj-3	114	6	data	datum	NOUN
abrj-3	114	7	frequencies	frequency	NOUN
abrj-3	114	8	:	:	PUNCT
abrj-3	114	9	i	i	NOUN
abrj-3	114	10	)	)	PUNCT
abrj-3	114	11	daily	daily	PROPN
abrj-3	114	12	,	,	PUNCT
abrj-3	114	13	ii	ii	NOUN
abrj-3	114	14	)	)	PUNCT
abrj-3	114	15	weekly	weekly	ADJ
abrj-3	114	16	and	and	CCONJ
abrj-3	114	17	iii	iii	NOUN
abrj-3	114	18	)	)	PUNCT
abrj-3	114	19	monthly	monthly	ADV
abrj-3	114	20	in	in	ADP
abrj-3	114	21	our	our	PRON
abrj-3	114	22	sample	sample	NOUN
abrj-3	114	23	since	since	SCONJ
abrj-3	114	24	we	we	PRON
abrj-3	114	25	want	want	VERB
abrj-3	114	26	to	to	PART
abrj-3	114	27	obtain	obtain	VERB
abrj-3	114	28	a	a	DET
abrj-3	114	29	robust	robust	ADJ
abrj-3	114	30	finding	finding	NOUN
abrj-3	114	31	.	.	PUNCT
abrj-3	115	1	a	a	DET
abrj-3	115	2	robust	robust	ADJ
abrj-3	115	3	finding	finding	NOUN
abrj-3	115	4	is	be	AUX
abrj-3	115	5	necessary	necessary	ADJ
abrj-3	115	6	because	because	SCONJ
abrj-3	115	7	of	of	ADP
abrj-3	115	8	data	datum	NOUN
abrj-3	115	9	availability	availability	NOUN
abrj-3	115	10	problem	problem	NOUN
abrj-3	115	11	in	in	ADP
abrj-3	115	12	the	the	DET
abrj-3	115	13	commodity	commodity	NOUN
abrj-3	115	14	markets	market	NOUN
abrj-3	115	15	(	(	PUNCT
abrj-3	115	16	narayan	narayan	PROPN
abrj-3	115	17	et	et	PROPN
abrj-3	115	18	al	al	PROPN
abrj-3	115	19	.	.	PROPN
abrj-3	115	20	,	,	PUNCT
abrj-3	115	21	2013	2013	NUM
abrj-3	115	22	)	)	PUNCT
abrj-3	115	23	.	.	PUNCT
abrj-3	116	1	table-3	table-3	NUM
abrj-3	116	2	.	.	PUNCT
abrj-3	117	1	descriptive	descriptive	ADJ
abrj-3	117	2	statistics	statistic	NOUN
abrj-3	117	3	of	of	ADP
abrj-3	117	4	daily	daily	ADJ
abrj-3	117	5	price	price	NOUN
abrj-3	117	6	change	change	NOUN
abrj-3	117	7	for	for	ADP
abrj-3	117	8	eight	eight	NUM
abrj-3	117	9	financialized	financialize	VERB
abrj-3	117	10	commodities	commodity	NOUN
abrj-3	117	11	.	.	PUNCT
abrj-3	118	1	commodity	commodity	NOUN
abrj-3	118	2	oil	oil	NOUN
abrj-3	118	3	gas	gas	NOUN
abrj-3	118	4	gold	gold	NOUN
abrj-3	118	5	silver	silver	NOUN
abrj-3	118	6	copper	copper	NOUN
abrj-3	118	7	corn	corn	NOUN
abrj-3	118	8	wheat	wheat	NOUN
abrj-3	118	9	soybean	soybean	PROPN
abrj-3	118	10	panel	panel	NOUN
abrj-3	118	11	a	a	PRON
abrj-3	118	12	:	:	PUNCT
abrj-3	118	13	all	all	DET
abrj-3	118	14	sample	sample	NOUN
abrj-3	118	15	period	period	NOUN
abrj-3	118	16	(	(	PUNCT
abrj-3	118	17	from	from	ADP
abrj-3	118	18	1	1	NUM
abrj-3	118	19	-	-	PUNCT
abrj-3	118	20	january-2000	january-2000	NOUN
abrj-3	118	21	to	to	ADP
abrj-3	118	22	31	31	NUM
abrj-3	118	23	-	-	PUNCT
abrj-3	118	24	december-2015	december-2015	NOUN
abrj-3	118	25	)	)	PUNCT
abrj-3	118	26	mean	mean	NOUN
abrj-3	118	27	0.01	0.01	NUM
abrj-3	118	28	%	%	NOUN
abrj-3	118	29	0.00	0.00	NUM
abrj-3	118	30	%	%	NOUN
abrj-3	118	31	0.03	0.03	NUM
abrj-3	118	32	%	%	NOUN
abrj-3	118	33	0.02	0.02	NUM
abrj-3	118	34	%	%	NOUN
abrj-3	118	35	0.02	0.02	NUM
abrj-3	118	36	%	%	NOUN
abrj-3	118	37	0.01	0.01	NUM
abrj-3	118	38	%	%	NOUN
abrj-3	118	39	0.01	0.01	NUM
abrj-3	118	40	%	%	NOUN
abrj-3	118	41	0.01	0.01	NUM
abrj-3	118	42	%	%	NOUN
abrj-3	118	43	standard	standard	ADJ
abrj-3	118	44	deviation	deviation	NOUN
abrj-3	118	45	2.41	2.41	NUM
abrj-3	118	46	%	%	NOUN
abrj-3	118	47	4.25	4.25	NUM
abrj-3	118	48	%	%	NOUN
abrj-3	118	49	1.13	1.13	NUM
abrj-3	118	50	%	%	NOUN
abrj-3	118	51	1.93	1.93	NUM
abrj-3	118	52	%	%	NOUN
abrj-3	118	53	1.72	1.72	NUM
abrj-3	118	54	%	%	NOUN
abrj-3	118	55	1.91	1.91	NUM
abrj-3	118	56	%	%	NOUN
abrj-3	118	57	2.50	2.50	NUM
abrj-3	118	58	%	%	NOUN
abrj-3	118	59	2.77	2.77	NUM
abrj-3	118	60	%	%	NOUN
abrj-3	118	61	minimum	minimum	ADJ
abrj-3	118	62	-17.09	-17.09	PROPN
abrj-3	118	63	%	%	NOUN
abrj-3	118	64	-56.95	-56.95	ADJ
abrj-3	118	65	%	%	NOUN
abrj-3	118	66	-10.16	-10.16	PROPN
abrj-3	118	67	%	%	NOUN
abrj-3	118	68	-12.98	-12.98	NUM
abrj-3	119	1	%	%	NOUN
abrj-3	119	2	-10.36	-10.36	NUM
abrj-3	119	3	%	%	NOUN
abrj-3	119	4	-12.11	-12.11	INTJ
abrj-3	119	5	%	%	NOUN
abrj-3	119	6	-22.59	-22.59	INTJ
abrj-3	119	7	%	%	NOUN
abrj-3	119	8	-80.55	-80.55	NOUN
abrj-3	119	9	%	%	NOUN
abrj-3	119	10	maximum	maximum	ADJ
abrj-3	119	11	16.41	16.41	NUM
abrj-3	119	12	%	%	NOUN
abrj-3	119	13	62.27	62.27	NUM
abrj-3	119	14	%	%	NOUN
abrj-3	119	15	6.87	6.87	NUM
abrj-3	119	16	%	%	NOUN
abrj-3	119	17	13.66	13.66	NUM
abrj-3	119	18	%	%	NOUN
abrj-3	119	19	11.73	11.73	NUM
abrj-3	119	20	%	%	NOUN
abrj-3	119	21	10.89	10.89	NUM
abrj-3	119	22	%	%	NOUN
abrj-3	119	23	13.87	13.87	NUM
abrj-3	119	24	%	%	NOUN
abrj-3	119	25	78.35	78.35	NUM
abrj-3	119	26	%	%	NOUN
abrj-3	119	27	range	range	NOUN
abrj-3	119	28	33.51	33.51	NUM
abrj-3	119	29	%	%	NOUN
abrj-3	119	30	119.23	119.23	NUM
abrj-3	119	31	%	%	NOUN
abrj-3	119	32	17.03	17.03	NUM
abrj-3	119	33	%	%	NOUN
abrj-3	119	34	26.65	26.65	NUM
abrj-3	119	35	%	%	NOUN
abrj-3	119	36	22.08	22.08	NUM
abrj-3	119	37	%	%	NOUN
abrj-3	119	38	23.00	23.00	NUM
abrj-3	119	39	%	%	NOUN
abrj-3	119	40	36.45	36.45	NUM
abrj-3	119	41	%	%	NOUN
abrj-3	119	42	158.90	158.90	NUM
abrj-3	119	43	%	%	NOUN
abrj-3	119	44	number	number	NOUN
abrj-3	119	45	of	of	ADP
abrj-3	119	46	observation	observation	NOUN
abrj-3	119	47	4,174	4,174	NUM
abrj-3	119	48	4,174	4,174	NUM
abrj-3	119	49	4,174	4,174	NUM
abrj-3	119	50	4,174	4,174	NUM
abrj-3	119	51	4,174	4,174	NUM
abrj-3	119	52	4,174	4,174	NUM
abrj-3	119	53	4,174	4,174	NUM
abrj-3	119	54	4,174	4,174	NUM
abrj-3	119	55	panel	panel	NOUN
abrj-3	119	56	b	b	NOUN
abrj-3	119	57	:	:	PUNCT
abrj-3	119	58	in	in	ADP
abrj-3	119	59	-	-	PUNCT
abrj-3	119	60	sample	sample	NOUN
abrj-3	119	61	period	period	NOUN
abrj-3	119	62	(	(	PUNCT
abrj-3	119	63	from	from	ADP
abrj-3	119	64	1	1	NUM
abrj-3	119	65	-	-	PUNCT
abrj-3	119	66	january-2000	january-2000	NOUN
abrj-3	119	67	to	to	ADP
abrj-3	119	68	31	31	NUM
abrj-3	119	69	-	-	PUNCT
abrj-3	119	70	december-2009	december-2009	NOUN
abrj-3	119	71	)	)	PUNCT
abrj-3	119	72	mean	mean	NOUN
abrj-3	119	73	0.04	0.04	NUM
abrj-3	119	74	%	%	NOUN
abrj-3	119	75	0.04	0.04	NUM
abrj-3	119	76	%	%	NOUN
abrj-3	119	77	0.05	0.05	NUM
abrj-3	119	78	%	%	NOUN
abrj-3	119	79	0.04	0.04	NUM
abrj-3	119	80	%	%	NOUN
abrj-3	119	81	0.05	0.05	NUM
abrj-3	119	82	%	%	NOUN
abrj-3	119	83	0.03	0.03	NUM
abrj-3	119	84	%	%	NOUN
abrj-3	119	85	0.02	0.02	NUM
abrj-3	119	86	%	%	NOUN
abrj-3	119	87	0.02	0.02	NUM
abrj-3	119	88	%	%	NOUN
abrj-3	119	89	standard	standard	ADJ
abrj-3	119	90	deviation	deviation	NOUN
abrj-3	119	91	2.65	2.65	NUM
abrj-3	119	92	%	%	NOUN
abrj-3	119	93	4.64	4.64	NUM
abrj-3	119	94	%	%	NOUN
abrj-3	119	95	1.16	1.16	NUM
abrj-3	119	96	%	%	NOUN
abrj-3	119	97	1.89	1.89	NUM
abrj-3	119	98	%	%	NOUN
abrj-3	119	99	1.86	1.86	NUM
abrj-3	119	100	%	%	NOUN
abrj-3	119	101	1.97	1.97	NUM
abrj-3	119	102	%	%	NOUN
abrj-3	119	103	2.61	2.61	NUM
abrj-3	119	104	%	%	NOUN
abrj-3	119	105	1.77	1.77	NUM
abrj-3	119	106	%	%	NOUN
abrj-3	119	107	minimum	minimum	NOUN
abrj-3	119	108	-17.09	-17.09	PROPN
abrj-3	119	109	%	%	NOUN
abrj-3	119	110	-56.95	-56.95	PUNCT
abrj-3	119	111	%	%	NOUN
abrj-3	119	112	-7.14	-7.14	NOUN
abrj-3	119	113	%	%	NOUN
abrj-3	119	114	-12.80	-12.80	NOUN
abrj-3	119	115	%	%	NOUN
abrj-3	119	116	-10.36	-10.36	PROPN
abrj-3	119	117	%	%	NOUN
abrj-3	119	118	-12.11	-12.11	INTJ
abrj-3	119	119	%	%	NOUN
abrj-3	119	120	-22.59	-22.59	INTJ
abrj-3	119	121	%	%	NOUN
abrj-3	119	122	-14.19	-14.19	INTJ
abrj-3	119	123	%	%	NOUN
abrj-3	119	124	maximum	maximum	ADJ
abrj-3	119	125	16.41	16.41	NUM
abrj-3	119	126	%	%	NOUN
abrj-3	119	127	62.27	62.27	NUM
abrj-3	119	128	%	%	NOUN
abrj-3	119	129	6.87	6.87	NUM
abrj-3	119	130	%	%	NOUN
abrj-3	119	131	13.66	13.66	NUM
abrj-3	119	132	%	%	NOUN
abrj-3	119	133	11.73	11.73	NUM
abrj-3	119	134	%	%	NOUN
abrj-3	119	135	10.89	10.89	NUM
abrj-3	119	136	%	%	NOUN
abrj-3	119	137	11.15	11.15	NUM
abrj-3	119	138	%	%	NOUN
abrj-3	119	139	13.13	13.13	NUM
abrj-3	119	140	%	%	NOUN
abrj-3	119	141	range	range	NOUN
abrj-3	119	142	33.51	33.51	NUM
abrj-3	119	143	%	%	NOUN
abrj-3	119	144	119.23	119.23	NUM
abrj-3	119	145	%	%	NOUN
abrj-3	119	146	14.01	14.01	NUM
abrj-3	119	147	%	%	NOUN
abrj-3	119	148	26.46	26.46	NUM
abrj-3	119	149	%	%	NOUN
abrj-3	119	150	22.08	22.08	NUM
abrj-3	119	151	%	%	NOUN
abrj-3	119	152	23.00	23.00	NUM
abrj-3	119	153	%	%	NOUN
abrj-3	119	154	33.74	33.74	NUM
abrj-3	119	155	%	%	NOUN
abrj-3	119	156	27.32	27.32	NUM
abrj-3	119	157	%	%	NOUN
abrj-3	119	158	number	number	NOUN
abrj-3	119	159	of	of	ADP
abrj-3	119	160	observation	observation	NOUN
abrj-3	119	161	2,609	2,609	NUM
abrj-3	119	162	2,609	2,609	NUM
abrj-3	119	163	2,609	2,609	NUM
abrj-3	119	164	2,609	2,609	NUM
abrj-3	119	165	2,609	2,609	NUM
abrj-3	119	166	2,609	2,609	NUM
abrj-3	119	167	2,609	2,609	NUM
abrj-3	119	168	2,609	2,609	NUM
abrj-3	119	169	panel	panel	NOUN
abrj-3	119	170	c	c	NOUN
abrj-3	119	171	:	:	PUNCT
abrj-3	119	172	out	out	ADJ
abrj-3	119	173	-	-	PUNCT
abrj-3	119	174	of	of	ADP
abrj-3	119	175	-	-	PUNCT
abrj-3	119	176	sample	sample	NOUN
abrj-3	119	177	period	period	NOUN
abrj-3	119	178	(	(	PUNCT
abrj-3	119	179	from	from	ADP
abrj-3	119	180	1	1	NUM
abrj-3	119	181	-	-	PUNCT
abrj-3	119	182	january-2010	january-2010	ADJ
abrj-3	119	183	to	to	ADP
abrj-3	119	184	31	31	NUM
abrj-3	119	185	-	-	PUNCT
abrj-3	119	186	december-2015	december-2015	NOUN
abrj-3	119	187	)	)	PUNCT
abrj-3	119	188	mean	mean	NOUN
abrj-3	119	189	-0.05	-0.05	NUM
abrj-3	119	190	%	%	NOUN
abrj-3	119	191	-0.06	-0.06	NUM
abrj-3	119	192	%	%	NOUN
abrj-3	119	193	0.00	0.00	NUM
abrj-3	119	194	%	%	NOUN
abrj-3	119	195	-0.01	-0.01	NUM
abrj-3	119	196	%	%	NOUN
abrj-3	119	197	-0.03	-0.03	NUM
abrj-3	119	198	%	%	NOUN
abrj-3	119	199	0.00	0.00	NUM
abrj-3	119	200	%	%	NOUN
abrj-3	119	201	0.00	0.00	NUM
abrj-3	119	202	%	%	NOUN
abrj-3	119	203	0.00	0.00	NUM
abrj-3	119	204	%	%	NOUN
abrj-3	119	205	standard	standard	ADJ
abrj-3	119	206	deviation	deviation	NOUN
abrj-3	119	207	1.95	1.95	NUM
abrj-3	119	208	%	%	NOUN
abrj-3	119	209	3.49	3.49	NUM
abrj-3	119	210	%	%	NOUN
abrj-3	119	211	1.08	1.08	NUM
abrj-3	119	212	%	%	NOUN
abrj-3	119	213	1.98	1.98	NUM
abrj-3	119	214	%	%	NOUN
abrj-3	119	215	1.45	1.45	NUM
abrj-3	119	216	%	%	NOUN
abrj-3	119	217	1.80	1.80	NUM
abrj-3	119	218	%	%	NOUN
abrj-3	119	219	2.32	2.32	NUM
abrj-3	119	220	%	%	NOUN
abrj-3	119	221	3.92	3.92	NUM
abrj-3	119	222	%	%	NOUN
abrj-3	119	223	minimum	minimum	ADJ
abrj-3	119	224	-11.13	-11.13	NOUN
abrj-3	119	225	%	%	NOUN
abrj-3	119	226	-27.02	-27.02	INTJ
abrj-3	119	227	%	%	NOUN
abrj-3	120	1	-10.16	-10.16	INTJ
abrj-3	120	2	%	%	NOUN
abrj-3	120	3	-12.98	-12.98	NUM
abrj-3	120	4	%	%	NOUN
abrj-3	121	1	-7.82	-7.82	NOUN
abrj-3	121	2	%	%	NOUN
abrj-3	121	3	-9.32	-9.32	NUM
abrj-3	121	4	%	%	NOUN
abrj-3	121	5	-15.22	-15.22	ADJ
abrj-3	121	6	%	%	NOUN
abrj-3	121	7	-80.55	-80.55	NOUN
abrj-3	121	8	%	%	NOUN
abrj-3	121	9	maximum	maximum	ADJ
abrj-3	121	10	9.90	9.90	NUM
abrj-3	121	11	%	%	NOUN
abrj-3	121	12	37.81	37.81	NUM
abrj-3	121	13	%	%	NOUN
abrj-3	121	14	5.43	5.43	NUM
abrj-3	121	15	%	%	NOUN
abrj-3	121	16	7.73	7.73	NUM
abrj-3	121	17	%	%	NOUN
abrj-3	121	18	6.68	6.68	NUM
abrj-3	121	19	%	%	NOUN
abrj-3	121	20	9.31	9.31	NUM
abrj-3	121	21	%	%	NOUN
abrj-3	121	22	13.87	13.87	NUM
abrj-3	121	23	%	%	NOUN
abrj-3	121	24	78.35	78.35	NUM
abrj-3	121	25	%	%	NOUN
abrj-3	121	26	range	range	NOUN
abrj-3	121	27	21.02	21.02	NUM
abrj-3	121	28	%	%	NOUN
abrj-3	121	29	64.83	64.83	NUM
abrj-3	121	30	%	%	NOUN
abrj-3	121	31	15.59	15.59	NUM
abrj-3	121	32	%	%	NOUN
abrj-3	121	33	20.72	20.72	NUM
abrj-3	121	34	%	%	NOUN
abrj-3	121	35	14.50	14.50	NUM
abrj-3	121	36	%	%	NOUN
abrj-3	121	37	18.63	18.63	NUM
abrj-3	121	38	%	%	NOUN
abrj-3	121	39	29.08	29.08	NUM
abrj-3	121	40	%	%	NOUN
abrj-3	121	41	158.90	158.90	NUM
abrj-3	121	42	%	%	NOUN
abrj-3	121	43	number	number	NOUN
abrj-3	121	44	of	of	ADP
abrj-3	121	45	observation	observation	NOUN
abrj-3	121	46	1,565	1,565	NUM
abrj-3	121	47	1,565	1,565	NUM
abrj-3	121	48	1,565	1,565	NUM
abrj-3	121	49	1,565	1,565	NUM
abrj-3	121	50	1,565	1,565	NUM
abrj-3	121	51	1,565	1,565	NUM
abrj-3	121	52	1,565	1,565	NUM
abrj-3	121	53	1,565	1,565	NUM
abrj-3	121	54	table	table	NOUN
abrj-3	121	55	3	3	NUM
abrj-3	121	56	reports	report	VERB
abrj-3	121	57	the	the	DET
abrj-3	121	58	descriptive	descriptive	ADJ
abrj-3	121	59	statistics	statistic	NOUN
abrj-3	121	60	of	of	ADP
abrj-3	121	61	daily	daily	ADJ
abrj-3	121	62	return	return	NOUN
abrj-3	121	63	for	for	ADP
abrj-3	121	64	eight	eight	NUM
abrj-3	121	65	financialized	financialize	VERB
abrj-3	121	66	commodities	commodity	NOUN
abrj-3	121	67	.	.	PUNCT
abrj-3	122	1	the	the	DET
abrj-3	122	2	descriptive	descriptive	ADJ
abrj-3	122	3	statistics	statistic	NOUN
abrj-3	122	4	include	include	VERB
abrj-3	122	5	the	the	DET
abrj-3	122	6	mean	mean	ADJ
abrj-3	122	7	,	,	PUNCT
abrj-3	122	8	standard	standard	ADJ
abrj-3	122	9	deviation	deviation	NOUN
abrj-3	122	10	,	,	PUNCT
abrj-3	122	11	minimum	minimum	ADJ
abrj-3	122	12	,	,	PUNCT
abrj-3	122	13	maximum	maximum	ADJ
abrj-3	122	14	,	,	PUNCT
abrj-3	122	15	range	range	NOUN
abrj-3	122	16	and	and	CCONJ
abrj-3	122	17	the	the	DET
abrj-3	122	18	number	number	NOUN
abrj-3	122	19	of	of	ADP
abrj-3	122	20	observation	observation	NOUN
abrj-3	122	21	of	of	ADP
abrj-3	122	22	each	each	DET
abrj-3	122	23	commodity	commodity	NOUN
abrj-3	122	24	.	.	PUNCT
abrj-3	123	1	panel	panel	NOUN
abrj-3	123	2	a	a	DET
abrj-3	123	3	reports	report	NOUN
abrj-3	123	4	the	the	DET
abrj-3	123	5	descriptive	descriptive	ADJ
abrj-3	123	6	statistics	statistic	NOUN
abrj-3	123	7	from	from	ADP
abrj-3	123	8	january	january	PROPN
abrj-3	123	9	1	1	NUM
abrj-3	123	10	,	,	PUNCT
abrj-3	123	11	2000	2000	NUM
abrj-3	123	12	to	to	ADP
abrj-3	123	13	december	december	PROPN
abrj-3	123	14	31	31	NUM
abrj-3	123	15	,	,	PUNCT
abrj-3	123	16	2015	2015	NUM
abrj-3	123	17	(	(	PUNCT
abrj-3	123	18	all	all	DET
abrj-3	123	19	sample	sample	NOUN
abrj-3	123	20	periods	period	NOUN
abrj-3	123	21	)	)	PUNCT
abrj-3	123	22	,	,	PUNCT
abrj-3	123	23	panel	panel	NOUN
abrj-3	123	24	b	b	PROPN
abrj-3	123	25	reports	report	VERB
abrj-3	123	26	the	the	DET
abrj-3	123	27	descriptive	descriptive	ADJ
abrj-3	123	28	statistics	statistic	NOUN
abrj-3	123	29	from	from	ADP
abrj-3	123	30	january	january	PROPN
abrj-3	123	31	1	1	NUM
abrj-3	123	32	,	,	PUNCT
abrj-3	123	33	2000	2000	NUM
abrj-3	123	34	to	to	ADP
abrj-3	123	35	december	december	PROPN
abrj-3	123	36	31	31	NUM
abrj-3	123	37	,	,	PUNCT
abrj-3	123	38	2009	2009	NUM
abrj-3	123	39	(	(	PUNCT
abrj-3	123	40	in	in	ADP
abrj-3	123	41	-	-	PUNCT
abrj-3	123	42	sample	sample	NOUN
abrj-3	123	43	period	period	NOUN
abrj-3	123	44	)	)	PUNCT
abrj-3	123	45	and	and	CCONJ
abrj-3	123	46	panel	panel	NOUN
abrj-3	123	47	c	c	PROPN
abrj-3	123	48	reports	report	VERB
abrj-3	123	49	the	the	DET
abrj-3	123	50	descriptive	descriptive	ADJ
abrj-3	123	51	statistics	statistic	NOUN
abrj-3	123	52	from	from	ADP
abrj-3	123	53	january	january	PROPN
abrj-3	123	54	1	1	NUM
abrj-3	123	55	,	,	PUNCT
abrj-3	123	56	2010	2010	NUM
abrj-3	123	57	to	to	ADP
abrj-3	123	58	december	december	PROPN
abrj-3	123	59	31	31	NUM
abrj-3	123	60	,	,	PUNCT
abrj-3	123	61	2015	2015	NUM
abrj-3	123	62	(	(	PUNCT
abrj-3	123	63	out	out	ADV
abrj-3	123	64	-	-	PUNCT
abrj-3	123	65	ofsample	ofsample	ADJ
abrj-3	123	66	period	period	NOUN
abrj-3	123	67	)	)	PUNCT
abrj-3	123	68	.	.	PUNCT
abrj-3	124	1	according	accord	VERB
abrj-3	124	2	to	to	ADP
abrj-3	124	3	table	table	NOUN
abrj-3	124	4	3	3	NUM
abrj-3	124	5	,	,	PUNCT
abrj-3	124	6	the	the	DET
abrj-3	124	7	daily	daily	ADJ
abrj-3	124	8	returns	return	NOUN
abrj-3	124	9	range	range	VERB
abrj-3	124	10	from	from	ADP
abrj-3	124	11	0.00	0.00	NUM
abrj-3	124	12	percent	percent	NOUN
abrj-3	124	13	for	for	ADP
abrj-3	124	14	gas	gas	NOUN
abrj-3	124	15	to	to	ADP
abrj-3	124	16	0.03	0.03	NUM
abrj-3	124	17	percent	percent	NOUN
abrj-3	124	18	for	for	ADP
abrj-3	124	19	gold	gold	NOUN
abrj-3	124	20	during	during	ADP
abrj-3	124	21	all	all	DET
abrj-3	124	22	sample	sample	NOUN
abrj-3	124	23	period	period	NOUN
abrj-3	124	24	,	,	PUNCT
abrj-3	124	25	range	range	VERB
abrj-3	124	26	from	from	ADP
abrj-3	124	27	0.02	0.02	NUM
abrj-3	124	28	percent	percent	NOUN
abrj-3	124	29	for	for	ADP
abrj-3	124	30	wheat	wheat	NOUN
abrj-3	124	31	and	and	CCONJ
abrj-3	124	32	soybean	soybean	NOUN
abrj-3	124	33	to	to	ADP
abrj-3	124	34	0.05	0.05	NUM
abrj-3	124	35	percent	percent	NOUN
abrj-3	124	36	for	for	ADP
abrj-3	124	37	gold	gold	NOUN
abrj-3	124	38	and	and	CCONJ
abrj-3	124	39	copper	copper	NOUN
abrj-3	124	40	during	during	ADP
abrj-3	124	41	in	in	ADP
abrj-3	124	42	-	-	PUNCT
abrj-3	124	43	sample	sample	NOUN
abrj-3	124	44	period	period	NOUN
abrj-3	124	45	and	and	CCONJ
abrj-3	124	46	range	range	VERB
abrj-3	124	47	from	from	ADP
abrj-3	124	48	negative	negative	ADJ
abrj-3	124	49	0.06	0.06	NUM
abrj-3	124	50	percent	percent	NOUN
abrj-3	124	51	for	for	ADP
abrj-3	124	52	gas	gas	NOUN
abrj-3	124	53	to	to	ADP
abrj-3	124	54	0.00	0.00	NUM
abrj-3	124	55	percent	percent	NOUN
abrj-3	124	56	for	for	ADP
abrj-3	124	57	gold	gold	NOUN
abrj-3	124	58	and	and	CCONJ
abrj-3	124	59	grains	grain	NOUN
abrj-3	124	60	(	(	PUNCT
abrj-3	124	61	corn	corn	NOUN
abrj-3	124	62	,	,	PUNCT
abrj-3	124	63	wheat	wheat	NOUN
abrj-3	124	64	and	and	CCONJ
abrj-3	124	65	soybean	soybean	NOUN
abrj-3	124	66	)	)	PUNCT
abrj-3	124	67	during	during	ADP
abrj-3	124	68	out	out	ADV
abrj-3	124	69	-	-	PUNCT
abrj-3	124	70	of	of	ADP
abrj-3	124	71	-	-	PUNCT
abrj-3	124	72	sample	sample	NOUN
abrj-3	124	73	period	period	NOUN
abrj-3	124	74	.	.	PUNCT
abrj-3	125	1	we	we	PRON
abrj-3	125	2	can	can	AUX
abrj-3	125	3	see	see	VERB
abrj-3	125	4	that	that	DET
abrj-3	125	5	gas	gas	NOUN
abrj-3	125	6	tends	tend	VERB
abrj-3	125	7	to	to	PART
abrj-3	125	8	have	have	VERB
abrj-3	125	9	the	the	DET
abrj-3	125	10	least	least	ADJ
abrj-3	125	11	average	average	ADJ
abrj-3	125	12	daily	daily	ADJ
abrj-3	125	13	return	return	NOUN
abrj-3	125	14	while	while	SCONJ
abrj-3	125	15	gold	gold	NOUN
abrj-3	125	16	tends	tend	VERB
abrj-3	125	17	to	to	PART
abrj-3	125	18	have	have	VERB
abrj-3	125	19	the	the	DET
abrj-3	125	20	highest	high	ADJ
abrj-3	125	21	average	average	ADJ
abrj-3	125	22	daily	daily	ADJ
abrj-3	125	23	return	return	NOUN
abrj-3	125	24	.	.	PUNCT
abrj-3	126	1	the	the	DET
abrj-3	126	2	volatilities	volatility	NOUN
abrj-3	126	3	of	of	ADP
abrj-3	126	4	daily	daily	ADJ
abrj-3	126	5	returns	return	NOUN
abrj-3	126	6	range	range	VERB
abrj-3	126	7	from	from	ADP
abrj-3	126	8	1.13	1.13	NUM
abrj-3	126	9	percent	percent	NOUN
abrj-3	126	10	for	for	ADP
abrj-3	126	11	gold	gold	NOUN
abrj-3	126	12	to	to	ADP
abrj-3	126	13	4.25	4.25	NUM
abrj-3	126	14	percent	percent	NOUN
abrj-3	126	15	for	for	ADP
abrj-3	126	16	gas	gas	NOUN
abrj-3	126	17	during	during	ADP
abrj-3	126	18	all	all	DET
abrj-3	126	19	sample	sample	NOUN
abrj-3	126	20	period	period	NOUN
abrj-3	126	21	,	,	PUNCT
abrj-3	126	22	range	range	VERB
abrj-3	126	23	from	from	ADP
abrj-3	126	24	1.16	1.16	NUM
abrj-3	126	25	percent	percent	NOUN
abrj-3	126	26	for	for	ADP
abrj-3	126	27	gold	gold	NOUN
abrj-3	126	28	to	to	ADP
abrj-3	126	29	4.64	4.64	NUM
abrj-3	126	30	percent	percent	NOUN
abrj-3	126	31	for	for	ADP
abrj-3	126	32	gas	gas	NOUN
abrj-3	126	33	during	during	ADP
abrj-3	126	34	in	in	ADP
abrj-3	126	35	-	-	PUNCT
abrj-3	126	36	sample	sample	NOUN
abrj-3	126	37	period	period	NOUN
abrj-3	126	38	and	and	CCONJ
abrj-3	126	39	range	range	VERB
abrj-3	126	40	from	from	ADP
abrj-3	126	41	1.08	1.08	NUM
abrj-3	126	42	percent	percent	NOUN
abrj-3	126	43	for	for	ADP
abrj-3	126	44	gold	gold	NOUN
abrj-3	126	45	to	to	ADP
abrj-3	126	46	3.92	3.92	NUM
abrj-3	126	47	percent	percent	NOUN
abrj-3	126	48	for	for	ADP
abrj-3	126	49	soybean	soybean	NOUN
abrj-3	126	50	during	during	ADP
abrj-3	126	51	out	out	ADV
abrj-3	126	52	-	-	PUNCT
abrj-3	126	53	of	of	ADP
abrj-3	126	54	-	-	PUNCT
abrj-3	126	55	sample	sample	NOUN
abrj-3	126	56	period	period	NOUN
abrj-3	126	57	.	.	PUNCT
abrj-3	127	1	we	we	PRON
abrj-3	127	2	can	can	AUX
abrj-3	127	3	see	see	VERB
abrj-3	127	4	that	that	SCONJ
abrj-3	127	5	gold	gold	NOUN
abrj-3	127	6	is	be	AUX
abrj-3	127	7	the	the	DET
abrj-3	127	8	least	least	ADJ
abrj-3	127	9	volatile	volatile	ADJ
abrj-3	127	10	commodity	commodity	NOUN
abrj-3	127	11	while	while	SCONJ
abrj-3	127	12	gas	gas	NOUN
abrj-3	127	13	is	be	AUX
abrj-3	127	14	the	the	DET
abrj-3	127	15	most	most	ADV
abrj-3	127	16	volatile	volatile	ADJ
abrj-3	127	17	commodity	commodity	NOUN
abrj-3	127	18	.	.	PUNCT
abrj-3	128	1	however	however	ADV
abrj-3	128	2	,	,	PUNCT
abrj-3	128	3	if	if	SCONJ
abrj-3	128	4	we	we	PRON
abrj-3	128	5	see	see	VERB
abrj-3	128	6	the	the	DET
abrj-3	128	7	range	range	NOUN
abrj-3	128	8	,	,	PUNCT
abrj-3	128	9	soybean	soybean	NOUN
abrj-3	128	10	has	have	VERB
abrj-3	128	11	the	the	DET
abrj-3	128	12	highest	high	ADJ
abrj-3	128	13	range	range	NOUN
abrj-3	128	14	(	(	PUNCT
abrj-3	128	15	159	159	NUM
abrj-3	128	16	percent	percent	NOUN
abrj-3	128	17	)	)	PUNCT
abrj-3	128	18	while	while	SCONJ
abrj-3	128	19	gold	gold	NOUN
abrj-3	128	20	has	have	VERB
abrj-3	128	21	the	the	DET
abrj-3	128	22	lowest	low	ADJ
abrj-3	128	23	range	range	NOUN
abrj-3	128	24	(	(	PUNCT
abrj-3	128	25	17	17	NUM
abrj-3	128	26	percent	percent	NOUN
abrj-3	128	27	)	)	PUNCT
abrj-3	128	28	.	.	PUNCT
abrj-3	129	1	therefore	therefore	ADV
abrj-3	129	2	,	,	PUNCT
abrj-3	129	3	gold	gold	NOUN
abrj-3	129	4	is	be	AUX
abrj-3	129	5	consistently	consistently	ADV
abrj-3	129	6	reported	report	VERB
abrj-3	129	7	as	as	ADP
abrj-3	129	8	the	the	DET
abrj-3	129	9	least	least	ADJ
abrj-3	129	10	volatile	volatile	ADJ
abrj-3	129	11	commodity	commodity	NOUN
abrj-3	129	12	while	while	SCONJ
abrj-3	129	13	gas	gas	NOUN
abrj-3	129	14	and	and	CCONJ
abrj-3	129	15	soybean	soybean	NOUN
abrj-3	129	16	is	be	AUX
abrj-3	129	17	reported	report	VERB
abrj-3	129	18	as	as	ADP
abrj-3	129	19	the	the	DET
abrj-3	129	20	most	most	ADV
abrj-3	129	21	volatile	volatile	ADJ
abrj-3	129	22	commodity	commodity	NOUN
abrj-3	129	23	based	base	VERB
abrj-3	129	24	on	on	ADP
abrj-3	129	25	standard	standard	ADJ
abrj-3	129	26	deviation	deviation	NOUN
abrj-3	129	27	and	and	CCONJ
abrj-3	129	28	range	range	NOUN
abrj-3	129	29	values	value	NOUN
abrj-3	129	30	.	.	PUNCT
abrj-3	130	1	table	table	NOUN
abrj-3	130	2	4	4	NUM
abrj-3	130	3	lists	list	VERB
abrj-3	130	4	the	the	DET
abrj-3	130	5	selected	select	VERB
abrj-3	130	6	commodities	commodity	NOUN
abrj-3	130	7	to	to	PART
abrj-3	130	8	form	form	VERB
abrj-3	130	9	our	our	PRON
abrj-3	130	10	portfolio	portfolio	NOUN
abrj-3	130	11	.	.	PUNCT
abrj-3	131	1	the	the	DET
abrj-3	131	2	selection	selection	NOUN
abrj-3	131	3	is	be	AUX
abrj-3	131	4	based	base	VERB
abrj-3	131	5	on	on	ADP
abrj-3	131	6	the	the	DET
abrj-3	131	7	trials	trial	NOUN
abrj-3	131	8	procedure	procedure	NOUN
abrj-3	131	9	as	as	SCONJ
abrj-3	131	10	reported	report	VERB
abrj-3	131	11	in	in	ADP
abrj-3	131	12	the	the	DET
abrj-3	131	13	table	table	NOUN
abrj-3	131	14	1	1	X
abrj-3	131	15	.	.	PUNCT
abrj-3	132	1	our	our	PRON
abrj-3	132	2	portfolios	portfolio	NOUN
abrj-3	132	3	consist	consist	VERB
abrj-3	132	4	of	of	ADP
abrj-3	132	5	2	2	NUM
abrj-3	132	6	commodities	commodity	NOUN
abrj-3	132	7	(	(	PUNCT
abrj-3	132	8	p2	p2	PROPN
abrj-3	132	9	)	)	PUNCT
abrj-3	132	10	,	,	PUNCT
abrj-3	132	11	3	3	NUM
abrj-3	132	12	commodities	commodity	NOUN
abrj-3	132	13	(	(	PUNCT
abrj-3	132	14	p3	p3	PROPN
abrj-3	132	15	)	)	PUNCT
abrj-3	132	16	,	,	PUNCT
abrj-3	132	17	4	4	NUM
abrj-3	132	18	commodities	commodity	NOUN
abrj-3	132	19	(	(	PUNCT
abrj-3	132	20	p4	p4	ADJ
abrj-3	132	21	)	)	PUNCT
abrj-3	132	22	,	,	PUNCT
abrj-3	132	23	5	5	NUM
abrj-3	132	24	commodities	commodity	NOUN
abrj-3	132	25	(	(	PUNCT
abrj-3	132	26	p5	p5	ADJ
abrj-3	132	27	)	)	PUNCT
abrj-3	132	28	,	,	PUNCT
abrj-3	132	29	6	6	NUM
abrj-3	132	30	commodities	commodity	NOUN
abrj-3	132	31	(	(	PUNCT
abrj-3	132	32	p6	p6	PROPN
abrj-3	132	33	)	)	PUNCT
abrj-3	132	34	,	,	PUNCT
abrj-3	132	35	7	7	NUM
abrj-3	132	36	commodities	commodity	NOUN
abrj-3	132	37	(	(	PUNCT
abrj-3	132	38	p7	p7	ADJ
abrj-3	132	39	)	)	PUNCT
abrj-3	132	40	and	and	CCONJ
abrj-3	132	41	8	8	NUM
abrj-3	132	42	commodities	commodity	NOUN
abrj-3	132	43	(	(	PUNCT
abrj-3	132	44	p8	p8	PROPN
abrj-3	132	45	)	)	PUNCT
abrj-3	132	46	for	for	ADP
abrj-3	132	47	daily	daily	ADJ
abrj-3	132	48	(	(	PUNCT
abrj-3	132	49	panel	panel	NOUN
abrj-3	132	50	a	a	X
abrj-3	132	51	)	)	PUNCT
abrj-3	132	52	,	,	PUNCT
abrj-3	132	53	weekly	weekly	ADJ
abrj-3	132	54	(	(	PUNCT
abrj-3	132	55	panel	panel	NOUN
abrj-3	132	56	b	b	NOUN
abrj-3	132	57	)	)	PUNCT
abrj-3	132	58	and	and	CCONJ
abrj-3	132	59	monthly	monthly	ADJ
abrj-3	132	60	(	(	PUNCT
abrj-3	132	61	panel	panel	NOUN
abrj-3	132	62	c	c	NOUN
abrj-3	132	63	)	)	PUNCT
abrj-3	132	64	series	series	NOUN
abrj-3	132	65	.	.	PUNCT
abrj-3	133	1	according	accord	VERB
abrj-3	133	2	to	to	ADP
abrj-3	133	3	the	the	DET
abrj-3	133	4	portfolio	portfolio	NOUN
abrj-3	133	5	theory	theory	NOUN
abrj-3	133	6	,	,	PUNCT
abrj-3	133	7	the	the	DET
abrj-3	133	8	portfolio	portfolio	NOUN
abrj-3	133	9	will	will	AUX
abrj-3	133	10	gain	gain	VERB
abrj-3	133	11	diversification	diversification	NOUN
abrj-3	133	12	benefit	benefit	NOUN
abrj-3	133	13	at	at	ADP
abrj-3	133	14	the	the	DET
abrj-3	133	15	most	most	ADJ
abrj-3	133	16	when	when	SCONJ
abrj-3	133	17	the	the	DET
abrj-3	133	18	correlation	correlation	NOUN
abrj-3	133	19	among	among	ADP
abrj-3	133	20	the	the	DET
abrj-3	133	21	assets	asset	NOUN
abrj-3	133	22	is	be	AUX
abrj-3	133	23	the	the	DET
abrj-3	133	24	lowest	low	ADJ
abrj-3	133	25	.	.	PUNCT
abrj-3	134	1	therefore	therefore	ADV
abrj-3	134	2	,	,	PUNCT
abrj-3	134	3	we	we	PRON
abrj-3	134	4	choose	choose	VERB
abrj-3	134	5	the	the	DET
abrj-3	134	6	commodities	commodity	NOUN
abrj-3	134	7	in	in	ADP
abrj-3	134	8	our	our	PRON
abrj-3	134	9	portfolios	portfolio	NOUN
abrj-3	134	10	based	base	VERB
abrj-3	134	11	on	on	ADP
abrj-3	134	12	the	the	DET
abrj-3	134	13	lowest	low	ADJ
abrj-3	134	14	portfolio	portfolio	NOUN
abrj-3	134	15	standard	standard	ADJ
abrj-3	134	16	deviation	deviation	NOUN
abrj-3	134	17	.	.	PUNCT
abrj-3	135	1	asian	asian	ADJ
abrj-3	135	2	business	business	PROPN
abrj-3	135	3	research	research	NOUN
abrj-3	135	4	journal	journal	NOUN
abrj-3	135	5	,	,	PUNCT
abrj-3	135	6	2019	2019	NUM
abrj-3	135	7	,	,	PUNCT
abrj-3	135	8	4	4	NUM
abrj-3	135	9	:	:	SYM
abrj-3	135	10	17	17	NUM
abrj-3	135	11	-	-	SYM
abrj-3	135	12	28	28	NUM
abrj-3	135	13	22	22	NUM
abrj-3	135	14	©	©	PROPN
abrj-3	135	15	2019	2019	NUM
abrj-3	135	16	by	by	ADP
abrj-3	135	17	the	the	DET
abrj-3	135	18	authors	author	NOUN
abrj-3	135	19	;	;	PUNCT
abrj-3	135	20	licensee	licensee	NOUN
abrj-3	135	21	eastern	eastern	ADJ
abrj-3	135	22	centre	centre	NOUN
abrj-3	135	23	of	of	ADP
abrj-3	135	24	science	science	NOUN
abrj-3	135	25	and	and	CCONJ
abrj-3	135	26	education	education	NOUN
abrj-3	135	27	,	,	PUNCT
abrj-3	135	28	usa	usa	PROPN
abrj-3	135	29	table-4	table-4	PROPN
abrj-3	135	30	.	.	PUNCT
abrj-3	136	1	detailed	detailed	ADJ
abrj-3	136	2	combination	combination	NOUN
abrj-3	136	3	of	of	ADP
abrj-3	136	4	commodities	commodity	NOUN
abrj-3	136	5	in	in	ADP
abrj-3	136	6	our	our	PRON
abrj-3	136	7	portfolio	portfolio	NOUN
abrj-3	136	8	consisting	consist	VERB
abrj-3	136	9	of	of	ADP
abrj-3	136	10	2	2	NUM
abrj-3	136	11	,	,	PUNCT
abrj-3	136	12	3	3	NUM
abrj-3	136	13	,	,	PUNCT
abrj-3	136	14	4	4	NUM
abrj-3	136	15	,	,	PUNCT
abrj-3	136	16	5	5	NUM
abrj-3	136	17	,	,	PUNCT
abrj-3	136	18	6	6	NUM
abrj-3	136	19	,	,	PUNCT
abrj-3	136	20	7	7	NUM
abrj-3	136	21	and	and	CCONJ
abrj-3	136	22	8	8	NUM
abrj-3	136	23	commodities	commodity	NOUN
abrj-3	136	24	for	for	ADP
abrj-3	136	25	daily	daily	ADJ
abrj-3	136	26	,	,	PUNCT
abrj-3	136	27	weekly	weekly	ADJ
abrj-3	136	28	and	and	CCONJ
abrj-3	136	29	monthly	monthly	ADJ
abrj-3	136	30	series	series	NOUN
abrj-3	136	31	.	.	PUNCT
abrj-3	137	1	equally	equally	ADV
abrj-3	137	2	weighted	weight	VERB
abrj-3	137	3	commodities	commodity	NOUN
abrj-3	137	4	panel	panel	NOUN
abrj-3	137	5	a	a	DET
abrj-3	137	6	:	:	PUNCT
abrj-3	137	7	daily	daily	ADJ
abrj-3	137	8	portfolio	portfolio	NOUN
abrj-3	137	9	p2	p2	PROPN
abrj-3	137	10	gold	gold	NOUN
abrj-3	137	11	soybean	soybean	NOUN
abrj-3	137	12	p3	p3	PROPN
abrj-3	137	13	gold	gold	ADJ
abrj-3	137	14	corn	corn	NOUN
abrj-3	137	15	soybean	soybean	NOUN
abrj-3	137	16	p4	p4	PROPN
abrj-3	137	17	gold	gold	NOUN
abrj-3	137	18	copper	copper	NOUN
abrj-3	137	19	corn	corn	NOUN
abrj-3	137	20	soybean	soybean	NOUN
abrj-3	137	21	p5	p5	ADJ
abrj-3	137	22	gold	gold	ADJ
abrj-3	137	23	silver	silver	NOUN
abrj-3	137	24	copper	copper	NOUN
abrj-3	137	25	corn	corn	NOUN
abrj-3	137	26	soybean	soybean	NOUN
abrj-3	137	27	p6	p6	NOUN
abrj-3	137	28	oil	oil	NOUN
abrj-3	137	29	gold	gold	NOUN
abrj-3	137	30	silver	silver	NOUN
abrj-3	137	31	copper	copper	NOUN
abrj-3	137	32	corn	corn	NOUN
abrj-3	137	33	soybean	soybean	NOUN
abrj-3	137	34	p7	p7	ADJ
abrj-3	137	35	oil	oil	NOUN
abrj-3	137	36	gold	gold	NOUN
abrj-3	137	37	silver	silver	NOUN
abrj-3	137	38	copper	copper	NOUN
abrj-3	137	39	corn	corn	NOUN
abrj-3	137	40	wheat	wheat	NOUN
abrj-3	137	41	soybean	soybean	PROPN
abrj-3	137	42	p8	p8	PROPN
abrj-3	137	43	oil	oil	NOUN
abrj-3	137	44	gas	gas	NOUN
abrj-3	137	45	gold	gold	NOUN
abrj-3	137	46	silver	silver	NOUN
abrj-3	137	47	copper	copper	NOUN
abrj-3	137	48	corn	corn	NOUN
abrj-3	137	49	wheat	wheat	NOUN
abrj-3	137	50	soybean	soybean	PROPN
abrj-3	137	51	panel	panel	NOUN
abrj-3	137	52	b	b	PROPN
abrj-3	137	53	:	:	PUNCT
abrj-3	137	54	weekly	weekly	ADJ
abrj-3	137	55	portfolio	portfolio	NOUN
abrj-3	137	56	p2	p2	PROPN
abrj-3	137	57	gold	gold	NOUN
abrj-3	137	58	soybean	soybean	NOUN
abrj-3	137	59	p3	p3	PROPN
abrj-3	137	60	gold	gold	NOUN
abrj-3	137	61	copper	copper	NOUN
abrj-3	137	62	soybean	soybean	NOUN
abrj-3	137	63	p4	p4	PROPN
abrj-3	137	64	gold	gold	NOUN
abrj-3	137	65	copper	copper	NOUN
abrj-3	137	66	corn	corn	NOUN
abrj-3	137	67	soybean	soybean	NOUN
abrj-3	137	68	p5	p5	ADJ
abrj-3	137	69	gold	gold	ADJ
abrj-3	137	70	silver	silver	NOUN
abrj-3	137	71	copper	copper	NOUN
abrj-3	137	72	corn	corn	NOUN
abrj-3	137	73	soybean	soybean	NOUN
abrj-3	137	74	p6	p6	PROPN
abrj-3	137	75	gold	gold	NOUN
abrj-3	137	76	silver	silver	NOUN
abrj-3	137	77	copper	copper	NOUN
abrj-3	137	78	corn	corn	NOUN
abrj-3	137	79	wheat	wheat	NOUN
abrj-3	137	80	soybean	soybean	PROPN
abrj-3	137	81	p7	p7	ADJ
abrj-3	137	82	oil	oil	NOUN
abrj-3	137	83	gold	gold	NOUN
abrj-3	137	84	silver	silver	NOUN
abrj-3	137	85	copper	copper	NOUN
abrj-3	137	86	corn	corn	NOUN
abrj-3	137	87	wheat	wheat	NOUN
abrj-3	137	88	soybean	soybean	PROPN
abrj-3	137	89	p8	p8	PROPN
abrj-3	137	90	oil	oil	NOUN
abrj-3	137	91	gas	gas	NOUN
abrj-3	137	92	gold	gold	NOUN
abrj-3	137	93	silver	silver	NOUN
abrj-3	137	94	copper	copper	NOUN
abrj-3	137	95	corn	corn	NOUN
abrj-3	137	96	wheat	wheat	NOUN
abrj-3	137	97	soybean	soybean	PROPN
abrj-3	137	98	panel	panel	NOUN
abrj-3	137	99	c	c	NOUN
abrj-3	137	100	:	:	PUNCT
abrj-3	137	101	monthly	monthly	ADJ
abrj-3	137	102	portfolio	portfolio	NOUN
abrj-3	137	103	p2	p2	PROPN
abrj-3	137	104	gold	gold	NOUN
abrj-3	137	105	soybean	soybean	NOUN
abrj-3	137	106	p3	p3	PROPN
abrj-3	137	107	gold	gold	NOUN
abrj-3	137	108	copper	copper	NOUN
abrj-3	137	109	soybean	soybean	NOUN
abrj-3	137	110	p4	p4	PROPN
abrj-3	137	111	gold	gold	NOUN
abrj-3	137	112	copper	copper	NOUN
abrj-3	137	113	corn	corn	NOUN
abrj-3	137	114	soybean	soybean	NOUN
abrj-3	137	115	p5	p5	ADJ
abrj-3	137	116	gold	gold	ADJ
abrj-3	137	117	silver	silver	NOUN
abrj-3	137	118	copper	copper	NOUN
abrj-3	137	119	corn	corn	NOUN
abrj-3	137	120	soybean	soybean	NOUN
abrj-3	137	121	p6	p6	NOUN
abrj-3	137	122	oil	oil	NOUN
abrj-3	137	123	gold	gold	NOUN
abrj-3	137	124	silver	silver	NOUN
abrj-3	137	125	copper	copper	NOUN
abrj-3	137	126	corn	corn	NOUN
abrj-3	137	127	soybean	soybean	NOUN
abrj-3	137	128	p7	p7	ADJ
abrj-3	137	129	oil	oil	NOUN
abrj-3	137	130	gold	gold	NOUN
abrj-3	137	131	silver	silver	NOUN
abrj-3	137	132	copper	copper	NOUN
abrj-3	137	133	corn	corn	NOUN
abrj-3	137	134	wheat	wheat	NOUN
abrj-3	137	135	soybean	soybean	PROPN
abrj-3	137	136	p8	p8	PROPN
abrj-3	137	137	oil	oil	NOUN
abrj-3	137	138	gas	gas	NOUN
abrj-3	137	139	gold	gold	NOUN
abrj-3	137	140	silver	silver	NOUN
abrj-3	137	141	copper	copper	NOUN
abrj-3	137	142	corn	corn	NOUN
abrj-3	137	143	wheat	wheat	NOUN
abrj-3	137	144	soybean	soybean	NOUN
abrj-3	137	145	table-5	table-5	PROPN
abrj-3	137	146	.	.	PUNCT
abrj-3	138	1	the	the	DET
abrj-3	138	2	average	average	NOUN
abrj-3	138	3	of	of	ADP
abrj-3	138	4	standard	standard	ADJ
abrj-3	138	5	deviations	deviation	NOUN
abrj-3	138	6	of	of	ADP
abrj-3	138	7	commodities	commodity	NOUN
abrj-3	138	8	and	and	CCONJ
abrj-3	138	9	portfolios	portfolio	NOUN
abrj-3	138	10	returns	return	NOUN
abrj-3	138	11	for	for	ADP
abrj-3	138	12	daily	daily	ADJ
abrj-3	138	13	,	,	PUNCT
abrj-3	138	14	weekly	weekly	ADJ
abrj-3	138	15	and	and	CCONJ
abrj-3	138	16	monthly	monthly	ADJ
abrj-3	138	17	series	series	NOUN
abrj-3	138	18	.	.	PUNCT
abrj-3	139	1	commodity	commodity	NOUN
abrj-3	139	2	/	/	SYM
abrj-3	139	3	average	average	ADJ
abrj-3	139	4	standard	standard	ADJ
abrj-3	139	5	deviation	deviation	NOUN
abrj-3	139	6	portfolio	portfolio	NOUN
abrj-3	139	7	daily	daily	ADJ
abrj-3	139	8	weekly	weekly	ADJ
abrj-3	139	9	monthly	monthly	ADJ
abrj-3	139	10	oil	oil	NOUN
abrj-3	139	11	2.43	2.43	NUM
abrj-3	139	12	%	%	NOUN
abrj-3	139	13	5.66	5.66	NUM
abrj-3	139	14	%	%	NOUN
abrj-3	139	15	9.91	9.91	NUM
abrj-3	139	16	%	%	NOUN
abrj-3	139	17	gas	gas	NOUN
abrj-3	139	18	4.17	4.17	NUM
abrj-3	139	19	%	%	NOUN
abrj-3	139	20	8.86	8.86	NUM
abrj-3	139	21	%	%	NOUN
abrj-3	139	22	18.88	18.88	NUM
abrj-3	139	23	%	%	NOUN
abrj-3	139	24	gold	gold	NOUN
abrj-3	139	25	1.22	1.22	NUM
abrj-3	139	26	%	%	NOUN
abrj-3	139	27	2.74	2.74	NUM
abrj-3	139	28	%	%	NOUN
abrj-3	139	29	5.25	5.25	NUM
abrj-3	139	30	%	%	NOUN
abrj-3	139	31	silver	silver	NOUN
abrj-3	139	32	2.12	2.12	NUM
abrj-3	139	33	%	%	NOUN
abrj-3	139	34	4.78	4.78	NUM
abrj-3	139	35	%	%	NOUN
abrj-3	139	36	10.11	10.11	NUM
abrj-3	139	37	%	%	NOUN
abrj-3	139	38	copper	copper	NOUN
abrj-3	139	39	1.95	1.95	NUM
abrj-3	139	40	%	%	NOUN
abrj-3	139	41	4.02	4.02	NUM
abrj-3	139	42	%	%	NOUN
abrj-3	139	43	9.01	9.01	NUM
abrj-3	139	44	%	%	NOUN
abrj-3	139	45	corn	corn	NOUN
abrj-3	139	46	2.08	2.08	NUM
abrj-3	139	47	%	%	NOUN
abrj-3	139	48	4.62	4.62	NUM
abrj-3	139	49	%	%	NOUN
abrj-3	139	50	10.34	10.34	NUM
abrj-3	139	51	%	%	NOUN
abrj-3	139	52	wheat	wheat	NOUN
abrj-3	139	53	2.76	2.76	NUM
abrj-3	139	54	%	%	NOUN
abrj-3	139	55	5.54	5.54	NUM
abrj-3	139	56	%	%	NOUN
abrj-3	139	57	12.30	12.30	NUM
abrj-3	139	58	%	%	NOUN
abrj-3	139	59	soybean	soybean	NOUN
abrj-3	139	60	2.01	2.01	NUM
abrj-3	139	61	%	%	NOUN
abrj-3	139	62	3.83	3.83	NUM
abrj-3	139	63	%	%	NOUN
abrj-3	139	64	6.71	6.71	NUM
abrj-3	139	65	%	%	NOUN
abrj-3	139	66	average	average	ADJ
abrj-3	139	67	commodity	commodity	NOUN
abrj-3	139	68	2.34	2.34	NUM
abrj-3	139	69	%	%	NOUN
abrj-3	139	70	5.01	5.01	NUM
abrj-3	139	71	%	%	NOUN
abrj-3	139	72	10.31	10.31	NUM
abrj-3	139	73	%	%	NOUN
abrj-3	139	74	p2	p2	NOUN
abrj-3	139	75	1.19	1.19	NUM
abrj-3	139	76	%	%	NOUN
abrj-3	139	77	2.34	2.34	NUM
abrj-3	139	78	%	%	NOUN
abrj-3	139	79	4.08	4.08	NUM
abrj-3	139	80	%	%	NOUN
abrj-3	139	81	p3	p3	NOUN
abrj-3	139	82	1.12	1.12	NUM
abrj-3	139	83	%	%	NOUN
abrj-3	139	84	2.33	2.33	NUM
abrj-3	139	85	%	%	NOUN
abrj-3	139	86	4.53	4.53	NUM
abrj-3	139	87	%	%	NOUN
abrj-3	139	88	p4	p4	ADJ
abrj-3	139	89	1.09	1.09	NUM
abrj-3	139	90	%	%	NOUN
abrj-3	139	91	2.43	2.43	NUM
abrj-3	139	92	%	%	NOUN
abrj-3	139	93	5.08	5.08	NUM
abrj-3	139	94	%	%	NOUN
abrj-3	139	95	p5	p5	ADJ
abrj-3	139	96	1.14	1.14	NUM
abrj-3	139	97	%	%	NOUN
abrj-3	139	98	2.92	2.92	NUM
abrj-3	139	99	%	%	NOUN
abrj-3	139	100	5.47	5.47	NUM
abrj-3	139	101	%	%	NOUN
abrj-3	139	102	p6	p6	NOUN
abrj-3	139	103	1.17	1.17	NUM
abrj-3	139	104	%	%	NOUN
abrj-3	139	105	2.64	2.64	NUM
abrj-3	139	106	%	%	NOUN
abrj-3	139	107	5.54	5.54	NUM
abrj-3	139	108	%	%	NOUN
abrj-3	139	109	p7	p7	VERB
abrj-3	139	110	1.20	1.20	NUM
abrj-3	139	111	%	%	NOUN
abrj-3	139	112	2.67	2.67	NUM
abrj-3	139	113	%	%	NOUN
abrj-3	139	114	5.81	5.81	NUM
abrj-3	139	115	%	%	NOUN
abrj-3	139	116	p8	p8	ADJ
abrj-3	139	117	1.23	1.23	NUM
abrj-3	139	118	%	%	NOUN
abrj-3	139	119	2.73	2.73	NUM
abrj-3	139	120	%	%	NOUN
abrj-3	139	121	6.07	6.07	NUM
abrj-3	139	122	%	%	NOUN
abrj-3	139	123	average	average	ADJ
abrj-3	139	124	portfolio	portfolio	NOUN
abrj-3	139	125	1.16	1.16	NUM
abrj-3	139	126	%	%	NOUN
abrj-3	139	127	2.58	2.58	NUM
abrj-3	139	128	%	%	NOUN
abrj-3	139	129	5.23	5.23	NUM
abrj-3	139	130	%	%	NOUN
abrj-3	139	131	4.2	4.2	NUM
abrj-3	139	132	.	.	PUNCT
abrj-3	140	1	commodities	commodity	NOUN
abrj-3	140	2	volatility	volatility	NOUN
abrj-3	140	3	and	and	CCONJ
abrj-3	140	4	portfolio	portfolio	NOUN
abrj-3	140	5	volatility	volatility	NOUN
abrj-3	140	6	table	table	NOUN
abrj-3	140	7	5	5	NUM
abrj-3	140	8	reports	report	VERB
abrj-3	140	9	the	the	DET
abrj-3	140	10	average	average	NOUN
abrj-3	140	11	of	of	ADP
abrj-3	140	12	standard	standard	ADJ
abrj-3	140	13	deviations	deviation	NOUN
abrj-3	140	14	of	of	ADP
abrj-3	140	15	commodities	commodity	NOUN
abrj-3	140	16	and	and	CCONJ
abrj-3	140	17	portfolios	portfolio	NOUN
abrj-3	140	18	returns	return	NOUN
abrj-3	140	19	for	for	ADP
abrj-3	140	20	daily	daily	ADJ
abrj-3	140	21	,	,	PUNCT
abrj-3	140	22	weekly	weekly	ADJ
abrj-3	140	23	and	and	CCONJ
abrj-3	140	24	monthly	monthly	ADJ
abrj-3	140	25	series	series	NOUN
abrj-3	140	26	.	.	PUNCT
abrj-3	141	1	as	as	SCONJ
abrj-3	141	2	expected	expect	VERB
abrj-3	141	3	,	,	PUNCT
abrj-3	141	4	we	we	PRON
abrj-3	141	5	see	see	VERB
abrj-3	141	6	the	the	DET
abrj-3	141	7	diversification	diversification	NOUN
abrj-3	141	8	benefits	benefit	NOUN
abrj-3	141	9	here	here	ADV
abrj-3	141	10	.	.	PUNCT
abrj-3	142	1	the	the	DET
abrj-3	142	2	average	average	ADJ
abrj-3	142	3	standard	standard	ADJ
abrj-3	142	4	deviation	deviation	NOUN
abrj-3	142	5	of	of	ADP
abrj-3	142	6	return	return	NOUN
abrj-3	142	7	series	series	NOUN
abrj-3	142	8	for	for	ADP
abrj-3	142	9	each	each	DET
abrj-3	142	10	commodity	commodity	NOUN
abrj-3	142	11	as	as	ADP
abrj-3	142	12	a	a	DET
abrj-3	142	13	single	single	ADJ
abrj-3	142	14	asset	asset	NOUN
abrj-3	142	15	ranges	range	VERB
abrj-3	142	16	from	from	ADP
abrj-3	142	17	1.22	1.22	NUM
abrj-3	142	18	percent	percent	NOUN
abrj-3	142	19	to	to	ADP
abrj-3	142	20	4.17	4.17	NUM
abrj-3	142	21	percent	percent	NOUN
abrj-3	142	22	(	(	PUNCT
abrj-3	142	23	daily	daily	ADV
abrj-3	142	24	)	)	PUNCT
abrj-3	142	25	,	,	PUNCT
abrj-3	142	26	from	from	ADP
abrj-3	142	27	2.74	2.74	NUM
abrj-3	142	28	percent	percent	NOUN
abrj-3	142	29	to	to	ADP
abrj-3	142	30	8.86	8.86	NUM
abrj-3	142	31	percent	percent	NOUN
abrj-3	142	32	(	(	PUNCT
abrj-3	142	33	weekly	weekly	ADJ
abrj-3	142	34	)	)	PUNCT
abrj-3	142	35	and	and	CCONJ
abrj-3	142	36	from	from	ADP
abrj-3	142	37	5.25	5.25	NUM
abrj-3	142	38	percent	percent	NOUN
abrj-3	142	39	to	to	ADP
abrj-3	142	40	18.88	18.88	NUM
abrj-3	142	41	percent	percent	NOUN
abrj-3	142	42	(	(	PUNCT
abrj-3	142	43	monthly	monthly	ADV
abrj-3	142	44	)	)	PUNCT
abrj-3	142	45	.	.	PUNCT
abrj-3	143	1	the	the	DET
abrj-3	143	2	average	average	ADJ
abrj-3	143	3	standard	standard	ADJ
abrj-3	143	4	deviation	deviation	NOUN
abrj-3	143	5	of	of	ADP
abrj-3	143	6	return	return	NOUN
abrj-3	143	7	series	series	NOUN
abrj-3	143	8	for	for	ADP
abrj-3	143	9	each	each	DET
abrj-3	143	10	portfolio	portfolio	NOUN
abrj-3	143	11	combination	combination	NOUN
abrj-3	143	12	range	range	NOUN
abrj-3	143	13	from	from	ADP
abrj-3	143	14	1.09	1.09	NUM
abrj-3	143	15	percent	percent	NOUN
abrj-3	143	16	to	to	ADP
abrj-3	143	17	1.23	1.23	NUM
abrj-3	143	18	percent	percent	NOUN
abrj-3	143	19	(	(	PUNCT
abrj-3	143	20	daily	daily	ADV
abrj-3	143	21	)	)	PUNCT
abrj-3	143	22	,	,	PUNCT
abrj-3	143	23	from	from	ADP
abrj-3	143	24	2.33	2.33	NUM
abrj-3	143	25	percent	percent	NOUN
abrj-3	143	26	to	to	ADP
abrj-3	143	27	2.92	2.92	NUM
abrj-3	143	28	percent	percent	NOUN
abrj-3	143	29	(	(	PUNCT
abrj-3	143	30	weekly	weekly	ADJ
abrj-3	143	31	)	)	PUNCT
abrj-3	143	32	and	and	CCONJ
abrj-3	143	33	from	from	ADP
abrj-3	143	34	4.08	4.08	NUM
abrj-3	143	35	percent	percent	NOUN
abrj-3	143	36	to	to	ADP
abrj-3	143	37	6.07	6.07	NUM
abrj-3	143	38	percent	percent	NOUN
abrj-3	143	39	(	(	PUNCT
abrj-3	143	40	monthly	monthly	ADV
abrj-3	143	41	)	)	PUNCT
abrj-3	143	42	.	.	PUNCT
abrj-3	144	1	the	the	DET
abrj-3	144	2	average	average	ADJ
abrj-3	144	3	standard	standard	ADJ
abrj-3	144	4	deviations	deviation	NOUN
abrj-3	144	5	of	of	ADP
abrj-3	144	6	return	return	NOUN
abrj-3	144	7	series	series	NOUN
abrj-3	144	8	for	for	ADP
abrj-3	144	9	all	all	DET
abrj-3	144	10	commodities	commodity	NOUN
abrj-3	144	11	are	be	AUX
abrj-3	144	12	2.34	2.34	NUM
abrj-3	144	13	percent	percent	NOUN
abrj-3	144	14	(	(	PUNCT
abrj-3	144	15	daily	daily	ADJ
abrj-3	144	16	)	)	PUNCT
abrj-3	144	17	,	,	PUNCT
abrj-3	144	18	5.01	5.01	NUM
abrj-3	144	19	percent	percent	NOUN
abrj-3	144	20	(	(	PUNCT
abrj-3	144	21	weekly	weekly	ADJ
abrj-3	144	22	)	)	PUNCT
abrj-3	144	23	and	and	CCONJ
abrj-3	144	24	10.31	10.31	NUM
abrj-3	144	25	percent	percent	NOUN
abrj-3	144	26	(	(	PUNCT
abrj-3	144	27	monthly	monthly	ADV
abrj-3	144	28	)	)	PUNCT
abrj-3	144	29	while	while	SCONJ
abrj-3	144	30	the	the	DET
abrj-3	144	31	average	average	ADJ
abrj-3	144	32	standard	standard	ADJ
abrj-3	144	33	deviations	deviation	NOUN
abrj-3	144	34	of	of	ADP
abrj-3	144	35	return	return	NOUN
abrj-3	144	36	series	series	NOUN
abrj-3	144	37	for	for	ADP
abrj-3	144	38	all	all	DET
abrj-3	144	39	portfolios	portfolio	NOUN
abrj-3	144	40	are	be	AUX
abrj-3	144	41	1.16	1.16	NUM
abrj-3	144	42	percent	percent	NOUN
abrj-3	144	43	(	(	PUNCT
abrj-3	144	44	daily	daily	ADJ
abrj-3	144	45	)	)	PUNCT
abrj-3	144	46	,	,	PUNCT
abrj-3	144	47	2.58	2.58	NUM
abrj-3	144	48	percent	percent	NOUN
abrj-3	144	49	(	(	PUNCT
abrj-3	144	50	weekly	weekly	ADJ
abrj-3	144	51	)	)	PUNCT
abrj-3	144	52	and	and	CCONJ
abrj-3	144	53	5.23	5.23	NUM
abrj-3	144	54	percent	percent	NOUN
abrj-3	144	55	(	(	PUNCT
abrj-3	144	56	monthly	monthly	ADV
abrj-3	144	57	)	)	PUNCT
abrj-3	144	58	.	.	PUNCT
abrj-3	145	1	overall	overall	ADV
abrj-3	145	2	,	,	PUNCT
abrj-3	145	3	we	we	PRON
abrj-3	145	4	can	can	AUX
abrj-3	145	5	conclude	conclude	VERB
abrj-3	145	6	that	that	SCONJ
abrj-3	145	7	there	there	PRON
abrj-3	145	8	is	be	VERB
abrj-3	145	9	diversification	diversification	NOUN
abrj-3	145	10	benefit	benefit	NOUN
abrj-3	145	11	here	here	ADV
abrj-3	145	12	,	,	PUNCT
abrj-3	145	13	the	the	DET
abrj-3	145	14	reduced	reduced	ADJ
abrj-3	145	15	risk	risk	NOUN
abrj-3	145	16	when	when	SCONJ
abrj-3	145	17	the	the	DET
abrj-3	145	18	commodities	commodity	NOUN
abrj-3	145	19	are	be	AUX
abrj-3	145	20	bundled	bundle	VERB
abrj-3	145	21	as	as	ADP
abrj-3	145	22	a	a	DET
abrj-3	145	23	portfolio	portfolio	NOUN
abrj-3	145	24	rather	rather	ADV
abrj-3	145	25	than	than	ADP
abrj-3	145	26	just	just	ADV
abrj-3	145	27	a	a	DET
abrj-3	145	28	single	single	ADJ
abrj-3	145	29	asset	asset	NOUN
abrj-3	145	30	.	.	PUNCT
abrj-3	146	1	another	another	DET
abrj-3	146	2	implied	imply	VERB
abrj-3	146	3	diversification	diversification	NOUN
abrj-3	146	4	benefit	benefit	NOUN
abrj-3	146	5	is	be	AUX
abrj-3	146	6	the	the	DET
abrj-3	146	7	reduced	reduce	VERB
abrj-3	146	8	capital	capital	NOUN
abrj-3	146	9	requirement	requirement	NOUN
abrj-3	146	10	.	.	PUNCT
abrj-3	147	1	the	the	DET
abrj-3	147	2	capital	capital	NOUN
abrj-3	147	3	requirement	requirement	NOUN
abrj-3	147	4	is	be	AUX
abrj-3	147	5	normally	normally	ADV
abrj-3	147	6	calculated	calculate	VERB
abrj-3	147	7	using	use	VERB
abrj-3	147	8	var	var	NOUN
abrj-3	147	9	approach	approach	NOUN
abrj-3	147	10	(	(	PUNCT
abrj-3	147	11	see	see	VERB
abrj-3	147	12	jorion	jorion	NOUN
abrj-3	147	13	(	(	PUNCT
abrj-3	147	14	2007	2007	NUM
abrj-3	147	15	)	)	PUNCT
abrj-3	147	16	)	)	PUNCT
abrj-3	147	17	.	.	PUNCT
abrj-3	148	1	therefore	therefore	ADV
abrj-3	148	2	,	,	PUNCT
abrj-3	148	3	the	the	DET
abrj-3	148	4	lower	low	ADJ
abrj-3	148	5	standard	standard	ADJ
abrj-3	148	6	deviation	deviation	NOUN
abrj-3	148	7	is	be	AUX
abrj-3	148	8	associated	associate	VERB
abrj-3	148	9	with	with	ADP
abrj-3	148	10	lower	low	ADJ
abrj-3	148	11	capital	capital	NOUN
abrj-3	148	12	required	require	VERB
abrj-3	148	13	.	.	PUNCT
abrj-3	149	1	4.3	4.3	NUM
abrj-3	149	2	.	.	PUNCT
abrj-3	149	3	back	back	ADJ
abrj-3	149	4	-	-	PUNCT
abrj-3	149	5	testing	testing	NOUN
abrj-3	149	6	result	result	NOUN
abrj-3	149	7	table	table	NOUN
abrj-3	149	8	6	6	NUM
abrj-3	149	9	reports	report	VERB
abrj-3	149	10	the	the	DET
abrj-3	149	11	results	result	NOUN
abrj-3	149	12	of	of	ADP
abrj-3	149	13	back	back	NOUN
abrj-3	149	14	-	-	PUNCT
abrj-3	149	15	testing	testing	NOUN
abrj-3	149	16	var	var	NOUN
abrj-3	149	17	commodities	commodity	NOUN
abrj-3	149	18	and	and	CCONJ
abrj-3	149	19	portfolios	portfolio	NOUN
abrj-3	149	20	for	for	ADP
abrj-3	149	21	eight	eight	NUM
abrj-3	149	22	financialized	financialize	VERB
abrj-3	149	23	commodities	commodity	NOUN
abrj-3	149	24	and	and	CCONJ
abrj-3	149	25	seven	seven	NUM
abrj-3	149	26	combination	combination	NOUN
abrj-3	149	27	portfolios	portfolio	NOUN
abrj-3	149	28	at	at	ADP
abrj-3	149	29	different	different	ADJ
abrj-3	149	30	var	var	NOUN
abrj-3	149	31	levels	level	NOUN
abrj-3	149	32	(	(	PUNCT
abrj-3	149	33	99	99	NUM
abrj-3	149	34	percent	percent	NOUN
abrj-3	149	35	,	,	PUNCT
abrj-3	149	36	95	95	NUM
abrj-3	149	37	percent	percent	NOUN
abrj-3	149	38	and	and	CCONJ
abrj-3	149	39	90	90	NUM
abrj-3	149	40	percent	percent	NOUN
abrj-3	149	41	)	)	PUNCT
abrj-3	149	42	and	and	CCONJ
abrj-3	149	43	at	at	ADP
abrj-3	149	44	different	different	ADJ
abrj-3	149	45	out	out	ADP
abrj-3	149	46	-	-	PUNCT
abrj-3	149	47	of	of	ADP
abrj-3	149	48	-	-	PUNCT
abrj-3	149	49	sample	sample	NOUN
abrj-3	149	50	periods	period	NOUN
abrj-3	149	51	(	(	PUNCT
abrj-3	149	52	1	1	NUM
abrj-3	149	53	year	year	NOUN
abrj-3	149	54	,	,	PUNCT
abrj-3	149	55	2	2	NUM
abrj-3	149	56	years	year	NOUN
abrj-3	149	57	,	,	PUNCT
abrj-3	149	58	3	3	NUM
abrj-3	149	59	years	year	NOUN
abrj-3	149	60	,	,	PUNCT
abrj-3	149	61	4	4	NUM
abrj-3	149	62	years	year	NOUN
abrj-3	149	63	,	,	PUNCT
abrj-3	149	64	5	5	NUM
abrj-3	149	65	years	year	NOUN
abrj-3	149	66	,	,	PUNCT
abrj-3	149	67	and	and	CCONJ
abrj-3	149	68	6	6	NUM
abrj-3	149	69	years	year	NOUN
abrj-3	149	70	)	)	PUNCT
abrj-3	149	71	for	for	ADP
abrj-3	149	72	daily	daily	ADJ
abrj-3	149	73	(	(	PUNCT
abrj-3	149	74	panel	panel	NOUN
abrj-3	149	75	a	a	X
abrj-3	149	76	)	)	PUNCT
abrj-3	149	77	,	,	PUNCT
abrj-3	149	78	weekly	weekly	ADJ
abrj-3	149	79	(	(	PUNCT
abrj-3	149	80	panel	panel	NOUN
abrj-3	149	81	b	b	NOUN
abrj-3	149	82	)	)	PUNCT
abrj-3	149	83	and	and	CCONJ
abrj-3	149	84	monthly	monthly	ADJ
abrj-3	149	85	(	(	PUNCT
abrj-3	149	86	panel	panel	NOUN
abrj-3	149	87	c	c	NOUN
abrj-3	149	88	)	)	PUNCT
abrj-3	149	89	return	return	NOUN
abrj-3	149	90	series	series	NOUN
abrj-3	149	91	.	.	PUNCT
abrj-3	150	1	the	the	DET
abrj-3	150	2	reported	report	VERB
abrj-3	150	3	numbers	number	NOUN
abrj-3	150	4	are	be	AUX
abrj-3	150	5	the	the	DET
abrj-3	150	6	number	number	NOUN
abrj-3	150	7	of	of	ADP
abrj-3	150	8	var	var	NOUN
abrj-3	150	9	violations	violation	NOUN
abrj-3	150	10	.	.	PUNCT
abrj-3	151	1	a	a	DET
abrj-3	151	2	var	var	NOUN
abrj-3	151	3	violation	violation	NOUN
abrj-3	151	4	occurs	occur	VERB
abrj-3	151	5	when	when	SCONJ
abrj-3	151	6	a	a	DET
abrj-3	151	7	return	return	NOUN
abrj-3	151	8	(	(	PUNCT
abrj-3	151	9	usually	usually	ADV
abrj-3	151	10	negative	negative	ADJ
abrj-3	151	11	)	)	PUNCT
abrj-3	151	12	is	be	AUX
abrj-3	151	13	smaller	small	ADJ
abrj-3	151	14	than	than	ADP
abrj-3	151	15	left	left	ADJ
abrj-3	151	16	-	-	PUNCT
abrj-3	151	17	tailed	tail	VERB
abrj-3	151	18	var	var	NOUN
abrj-3	151	19	limit	limit	NOUN
abrj-3	151	20	in	in	ADP
abrj-3	151	21	the	the	DET
abrj-3	151	22	designated	designate	VERB
abrj-3	151	23	confidence	confidence	NOUN
abrj-3	151	24	level	level	NOUN
abrj-3	151	25	.	.	PUNCT
abrj-3	152	1	in	in	ADP
abrj-3	152	2	the	the	DET
abrj-3	152	3	right	right	ADJ
abrj-3	152	4	column	column	NOUN
abrj-3	152	5	after	after	ADP
abrj-3	152	6	soybean	soybean	NOUN
abrj-3	152	7	commodity	commodity	NOUN
abrj-3	152	8	and	and	CCONJ
abrj-3	152	9	p8	p8	PROPN
abrj-3	152	10	,	,	PUNCT
abrj-3	152	11	we	we	PRON
abrj-3	152	12	report	report	VERB
abrj-3	152	13	the	the	DET
abrj-3	152	14	average	average	ADJ
abrj-3	152	15	number	number	NOUN
abrj-3	152	16	of	of	ADP
abrj-3	152	17	var	var	NOUN
abrj-3	152	18	violations	violation	NOUN
abrj-3	152	19	for	for	ADP
abrj-3	152	20	eight	eight	NUM
abrj-3	152	21	commodities	commodity	NOUN
abrj-3	152	22	and	and	CCONJ
abrj-3	152	23	seven	seven	NUM
abrj-3	152	24	portfolios	portfolio	NOUN
abrj-3	152	25	,	,	PUNCT
abrj-3	152	26	respectively	respectively	ADV
abrj-3	152	27	.	.	PUNCT
abrj-3	153	1	in	in	ADP
abrj-3	153	2	the	the	DET
abrj-3	153	3	panel	panel	NOUN
abrj-3	153	4	a	a	DET
abrj-3	153	5	(	(	PUNCT
abrj-3	153	6	daily	daily	ADJ
abrj-3	153	7	series	series	NOUN
abrj-3	153	8	)	)	PUNCT
abrj-3	153	9	,	,	PUNCT
abrj-3	153	10	we	we	PRON
abrj-3	153	11	can	can	AUX
abrj-3	153	12	see	see	VERB
abrj-3	153	13	that	that	SCONJ
abrj-3	153	14	the	the	DET
abrj-3	153	15	average	average	ADJ
abrj-3	153	16	numbers	number	NOUN
abrj-3	153	17	of	of	ADP
abrj-3	153	18	var	var	NOUN
abrj-3	153	19	violations	violation	NOUN
abrj-3	153	20	for	for	ADP
abrj-3	153	21	portfolios	portfolio	NOUN
abrj-3	153	22	are	be	AUX
abrj-3	153	23	lower	low	ADJ
abrj-3	153	24	than	than	ADP
abrj-3	153	25	the	the	DET
abrj-3	153	26	average	average	ADJ
abrj-3	153	27	numbers	number	NOUN
abrj-3	153	28	of	of	ADP
abrj-3	153	29	var	var	NOUN
abrj-3	153	30	violations	violation	NOUN
abrj-3	153	31	for	for	ADP
abrj-3	153	32	commodities	commodity	NOUN
abrj-3	153	33	.	.	PUNCT
abrj-3	154	1	the	the	DET
abrj-3	154	2	results	result	NOUN
abrj-3	154	3	are	be	AUX
abrj-3	154	4	consistent	consistent	ADJ
abrj-3	154	5	for	for	ADP
abrj-3	154	6	all	all	DET
abrj-3	154	7	different	different	ADJ
abrj-3	154	8	out	out	ADJ
abrj-3	154	9	-	-	PUNCT
abrj-3	154	10	ofsample	ofsample	ADJ
abrj-3	154	11	periods	period	NOUN
abrj-3	154	12	.	.	PUNCT
abrj-3	155	1	however	however	ADV
abrj-3	155	2	,	,	PUNCT
abrj-3	155	3	these	these	DET
abrj-3	155	4	consistent	consistent	ADJ
abrj-3	155	5	results	result	NOUN
abrj-3	155	6	are	be	AUX
abrj-3	155	7	for	for	ADP
abrj-3	155	8	the	the	DET
abrj-3	155	9	var	var	NOUN
abrj-3	155	10	99	99	NUM
abrj-3	155	11	level	level	NOUN
abrj-3	155	12	only	only	ADV
abrj-3	155	13	.	.	PUNCT
abrj-3	156	1	for	for	ADP
abrj-3	156	2	the	the	DET
abrj-3	156	3	var	var	NOUN
abrj-3	156	4	95	95	NUM
abrj-3	156	5	and	and	CCONJ
abrj-3	156	6	90	90	NUM
abrj-3	156	7	levels	level	NOUN
abrj-3	156	8	,	,	PUNCT
abrj-3	156	9	most	most	ADJ
abrj-3	156	10	asian	asian	ADJ
abrj-3	156	11	business	business	NOUN
abrj-3	156	12	research	research	NOUN
abrj-3	156	13	journal	journal	NOUN
abrj-3	156	14	,	,	PUNCT
abrj-3	156	15	2019	2019	NUM
abrj-3	156	16	,	,	PUNCT
abrj-3	156	17	4	4	NUM
abrj-3	156	18	:	:	SYM
abrj-3	156	19	17	17	NUM
abrj-3	156	20	-	-	SYM
abrj-3	156	21	28	28	NUM
abrj-3	156	22	23	23	NUM
abrj-3	156	23	©	©	PROPN
abrj-3	156	24	2019	2019	NUM
abrj-3	156	25	by	by	ADP
abrj-3	156	26	the	the	DET
abrj-3	156	27	authors	author	NOUN
abrj-3	156	28	;	;	PUNCT
abrj-3	156	29	licensee	licensee	NOUN
abrj-3	156	30	eastern	eastern	ADJ
abrj-3	156	31	centre	centre	NOUN
abrj-3	156	32	of	of	ADP
abrj-3	156	33	science	science	NOUN
abrj-3	156	34	and	and	CCONJ
abrj-3	156	35	education	education	NOUN
abrj-3	156	36	,	,	PUNCT
abrj-3	156	37	usa	usa	PROPN
abrj-3	156	38	of	of	ADP
abrj-3	156	39	the	the	DET
abrj-3	156	40	average	average	ADJ
abrj-3	156	41	numbers	number	NOUN
abrj-3	156	42	of	of	ADP
abrj-3	156	43	var	var	NOUN
abrj-3	156	44	violations	violation	NOUN
abrj-3	156	45	for	for	ADP
abrj-3	156	46	portfolios	portfolio	NOUN
abrj-3	156	47	are	be	AUX
abrj-3	156	48	higher	high	ADJ
abrj-3	156	49	than	than	ADP
abrj-3	156	50	the	the	DET
abrj-3	156	51	average	average	ADJ
abrj-3	156	52	numbers	number	NOUN
abrj-3	156	53	of	of	ADP
abrj-3	156	54	var	var	NOUN
abrj-3	156	55	violations	violation	NOUN
abrj-3	156	56	for	for	ADP
abrj-3	156	57	commodities	commodity	NOUN
abrj-3	156	58	.	.	PUNCT
abrj-3	157	1	this	this	PRON
abrj-3	157	2	indicates	indicate	VERB
abrj-3	157	3	that	that	SCONJ
abrj-3	157	4	even	even	ADV
abrj-3	157	5	though	though	SCONJ
abrj-3	157	6	commodities	commodity	NOUN
abrj-3	157	7	portfolio	portfolio	NOUN
abrj-3	157	8	generates	generate	VERB
abrj-3	157	9	another	another	DET
abrj-3	157	10	benefit	benefit	NOUN
abrj-3	157	11	of	of	ADP
abrj-3	157	12	having	have	VERB
abrj-3	157	13	more	more	ADV
abrj-3	157	14	accurate	accurate	ADJ
abrj-3	157	15	var	var	NOUN
abrj-3	157	16	,	,	PUNCT
abrj-3	157	17	unfortunately	unfortunately	ADV
abrj-3	157	18	,	,	PUNCT
abrj-3	157	19	the	the	DET
abrj-3	157	20	benefit	benefit	NOUN
abrj-3	157	21	is	be	AUX
abrj-3	157	22	applicable	applicable	ADJ
abrj-3	157	23	only	only	ADV
abrj-3	157	24	in	in	ADP
abrj-3	157	25	99	99	NUM
abrj-3	157	26	percent	percent	NOUN
abrj-3	157	27	var	var	NOUN
abrj-3	157	28	.	.	PUNCT
abrj-3	158	1	we	we	PRON
abrj-3	158	2	obtain	obtain	VERB
abrj-3	158	3	similar	similar	ADJ
abrj-3	158	4	results	result	NOUN
abrj-3	158	5	in	in	ADP
abrj-3	158	6	the	the	DET
abrj-3	158	7	panel	panel	NOUN
abrj-3	158	8	b	b	PROPN
abrj-3	158	9	(	(	PUNCT
abrj-3	158	10	weekly	weekly	ADJ
abrj-3	158	11	series	series	NOUN
abrj-3	158	12	)	)	PUNCT
abrj-3	158	13	.	.	PUNCT
abrj-3	159	1	the	the	DET
abrj-3	159	2	average	average	ADJ
abrj-3	159	3	numbers	number	NOUN
abrj-3	159	4	of	of	ADP
abrj-3	159	5	var	var	NOUN
abrj-3	159	6	violations	violation	NOUN
abrj-3	159	7	for	for	ADP
abrj-3	159	8	portfolios	portfolio	NOUN
abrj-3	159	9	are	be	AUX
abrj-3	159	10	lower	low	ADJ
abrj-3	159	11	than	than	ADP
abrj-3	159	12	the	the	DET
abrj-3	159	13	average	average	ADJ
abrj-3	159	14	numbers	number	NOUN
abrj-3	159	15	of	of	ADP
abrj-3	159	16	var	var	NOUN
abrj-3	159	17	violations	violation	NOUN
abrj-3	159	18	for	for	ADP
abrj-3	159	19	commodities	commodity	NOUN
abrj-3	159	20	only	only	ADV
abrj-3	159	21	for	for	ADP
abrj-3	159	22	the	the	DET
abrj-3	159	23	var	var	NOUN
abrj-3	159	24	99	99	NUM
abrj-3	159	25	level	level	NOUN
abrj-3	159	26	only	only	ADV
abrj-3	159	27	for	for	ADP
abrj-3	159	28	weekly	weekly	ADJ
abrj-3	159	29	series	series	NOUN
abrj-3	159	30	.	.	PUNCT
abrj-3	160	1	for	for	ADP
abrj-3	160	2	monthly	monthly	ADJ
abrj-3	160	3	series	series	NOUN
abrj-3	160	4	(	(	PUNCT
abrj-3	160	5	panel	panel	NOUN
abrj-3	160	6	c	c	NOUN
abrj-3	160	7	)	)	PUNCT
abrj-3	160	8	,	,	PUNCT
abrj-3	160	9	the	the	DET
abrj-3	160	10	reduced	reduce	VERB
abrj-3	160	11	var	var	NOUN
abrj-3	160	12	violations	violation	NOUN
abrj-3	160	13	for	for	ADP
abrj-3	160	14	portfolio	portfolio	NOUN
abrj-3	160	15	are	be	AUX
abrj-3	160	16	only	only	ADV
abrj-3	160	17	applicable	applicable	ADJ
abrj-3	160	18	at	at	ADP
abrj-3	160	19	certain	certain	ADJ
abrj-3	160	20	out	out	ADJ
abrj-3	160	21	-	-	PUNCT
abrj-3	160	22	ofsample	ofsample	ADJ
abrj-3	160	23	period	period	NOUN
abrj-3	160	24	for	for	ADP
abrj-3	160	25	the	the	DET
abrj-3	160	26	var	var	NOUN
abrj-3	160	27	95	95	NUM
abrj-3	160	28	level	level	NOUN
abrj-3	160	29	.	.	PUNCT
abrj-3	161	1	for	for	ADP
abrj-3	161	2	the	the	DET
abrj-3	161	3	rest	rest	NOUN
abrj-3	161	4	,	,	PUNCT
abrj-3	161	5	most	most	ADJ
abrj-3	161	6	of	of	ADP
abrj-3	161	7	the	the	DET
abrj-3	161	8	average	average	ADJ
abrj-3	161	9	portfolios	portfolio	NOUN
abrj-3	161	10	have	have	VERB
abrj-3	161	11	higher	high	ADJ
abrj-3	161	12	numbers	number	NOUN
abrj-3	161	13	of	of	ADP
abrj-3	161	14	var	var	NOUN
abrj-3	161	15	violations	violation	NOUN
abrj-3	161	16	.	.	PUNCT
abrj-3	162	1	this	this	PRON
abrj-3	162	2	indicates	indicate	VERB
abrj-3	162	3	that	that	SCONJ
abrj-3	162	4	the	the	DET
abrj-3	162	5	portfolio	portfolio	NOUN
abrj-3	162	6	diversification	diversification	NOUN
abrj-3	162	7	benefit	benefit	NOUN
abrj-3	162	8	of	of	ADP
abrj-3	162	9	having	have	VERB
abrj-3	162	10	more	more	ADV
abrj-3	162	11	accurate	accurate	ADJ
abrj-3	162	12	var	var	NOUN
abrj-3	162	13	only	only	ADV
abrj-3	162	14	comes	come	VERB
abrj-3	162	15	at	at	ADP
abrj-3	162	16	var	var	NOUN
abrj-3	162	17	99	99	NUM
abrj-3	162	18	level	level	NOUN
abrj-3	162	19	for	for	ADP
abrj-3	162	20	weekly	weekly	ADJ
abrj-3	162	21	series	series	NOUN
abrj-3	162	22	and	and	CCONJ
abrj-3	162	23	somewhat	somewhat	ADV
abrj-3	162	24	at	at	ADP
abrj-3	162	25	var	var	NOUN
abrj-3	162	26	95	95	NUM
abrj-3	162	27	level	level	NOUN
abrj-3	162	28	for	for	ADP
abrj-3	162	29	monthly	monthly	ADJ
abrj-3	162	30	series	series	NOUN
abrj-3	162	31	.	.	PUNCT
abrj-3	163	1	table	table	NOUN
abrj-3	163	2	7	7	NUM
abrj-3	163	3	reports	report	VERB
abrj-3	163	4	the	the	DET
abrj-3	163	5	numbers	number	NOUN
abrj-3	163	6	of	of	ADP
abrj-3	163	7	returns	return	NOUN
abrj-3	163	8	that	that	PRON
abrj-3	163	9	are	be	AUX
abrj-3	163	10	lower	low	ADJ
abrj-3	163	11	than	than	ADP
abrj-3	163	12	es	es	NOUN
abrj-3	163	13	of	of	ADP
abrj-3	163	14	eight	eight	NUM
abrj-3	163	15	financialized	financialize	VERB
abrj-3	163	16	commodities	commodity	NOUN
abrj-3	163	17	and	and	CCONJ
abrj-3	163	18	seven	seven	NUM
abrj-3	163	19	combination	combination	NOUN
abrj-3	163	20	portfolios	portfolio	NOUN
abrj-3	163	21	at	at	ADP
abrj-3	163	22	different	different	ADJ
abrj-3	163	23	var	var	NOUN
abrj-3	163	24	levels	level	NOUN
abrj-3	163	25	(	(	PUNCT
abrj-3	163	26	99	99	NUM
abrj-3	163	27	percent	percent	NOUN
abrj-3	163	28	,	,	PUNCT
abrj-3	163	29	95	95	NUM
abrj-3	163	30	percent	percent	NOUN
abrj-3	163	31	and	and	CCONJ
abrj-3	163	32	90	90	NUM
abrj-3	163	33	percent	percent	NOUN
abrj-3	163	34	)	)	PUNCT
abrj-3	163	35	and	and	CCONJ
abrj-3	163	36	at	at	ADP
abrj-3	163	37	different	different	ADJ
abrj-3	163	38	out	out	ADJ
abrj-3	163	39	-	-	PUNCT
abrj-3	163	40	ofsample	ofsample	ADJ
abrj-3	163	41	periods	period	NOUN
abrj-3	163	42	(	(	PUNCT
abrj-3	163	43	1	1	NUM
abrj-3	163	44	year	year	NOUN
abrj-3	163	45	,	,	PUNCT
abrj-3	163	46	2	2	NUM
abrj-3	163	47	years	year	NOUN
abrj-3	163	48	,	,	PUNCT
abrj-3	163	49	3	3	NUM
abrj-3	163	50	years	year	NOUN
abrj-3	163	51	,	,	PUNCT
abrj-3	163	52	4	4	NUM
abrj-3	163	53	years	year	NOUN
abrj-3	163	54	,	,	PUNCT
abrj-3	163	55	5	5	NUM
abrj-3	163	56	years	year	NOUN
abrj-3	163	57	,	,	PUNCT
abrj-3	163	58	and	and	CCONJ
abrj-3	163	59	6	6	NUM
abrj-3	163	60	years	year	NOUN
abrj-3	163	61	)	)	PUNCT
abrj-3	163	62	for	for	ADP
abrj-3	163	63	daily	daily	ADJ
abrj-3	163	64	(	(	PUNCT
abrj-3	163	65	panel	panel	NOUN
abrj-3	163	66	a	a	X
abrj-3	163	67	)	)	PUNCT
abrj-3	163	68	,	,	PUNCT
abrj-3	163	69	weekly	weekly	ADJ
abrj-3	163	70	(	(	PUNCT
abrj-3	163	71	panel	panel	NOUN
abrj-3	163	72	b	b	NOUN
abrj-3	163	73	)	)	PUNCT
abrj-3	163	74	and	and	CCONJ
abrj-3	163	75	monthly	monthly	ADJ
abrj-3	163	76	(	(	PUNCT
abrj-3	163	77	panel	panel	NOUN
abrj-3	163	78	c	c	NOUN
abrj-3	163	79	)	)	PUNCT
abrj-3	163	80	return	return	NOUN
abrj-3	163	81	series	series	NOUN
abrj-3	163	82	.	.	PUNCT
abrj-3	164	1	in	in	ADP
abrj-3	164	2	the	the	DET
abrj-3	164	3	panel	panel	NOUN
abrj-3	164	4	a	a	DET
abrj-3	164	5	(	(	PUNCT
abrj-3	164	6	daily	daily	ADJ
abrj-3	164	7	series	series	NOUN
abrj-3	164	8	)	)	PUNCT
abrj-3	164	9	,	,	PUNCT
abrj-3	164	10	we	we	PRON
abrj-3	164	11	also	also	ADV
abrj-3	164	12	see	see	VERB
abrj-3	164	13	that	that	SCONJ
abrj-3	164	14	the	the	DET
abrj-3	164	15	average	average	ADJ
abrj-3	164	16	numbers	number	NOUN
abrj-3	164	17	of	of	ADP
abrj-3	164	18	returns	return	NOUN
abrj-3	164	19	that	that	PRON
abrj-3	164	20	are	be	AUX
abrj-3	164	21	lower	low	ADJ
abrj-3	164	22	than	than	ADP
abrj-3	164	23	es	es	VERB
abrj-3	164	24	for	for	ADP
abrj-3	164	25	the	the	DET
abrj-3	164	26	portfolios	portfolio	NOUN
abrj-3	164	27	are	be	AUX
abrj-3	164	28	less	less	ADJ
abrj-3	164	29	than	than	ADP
abrj-3	164	30	the	the	DET
abrj-3	164	31	average	average	ADJ
abrj-3	164	32	numbers	number	NOUN
abrj-3	164	33	of	of	ADP
abrj-3	164	34	returns	return	NOUN
abrj-3	164	35	that	that	PRON
abrj-3	164	36	are	be	AUX
abrj-3	164	37	lower	low	ADJ
abrj-3	164	38	than	than	ADP
abrj-3	164	39	es	es	VERB
abrj-3	164	40	for	for	ADP
abrj-3	164	41	the	the	DET
abrj-3	164	42	commodity	commodity	NOUN
abrj-3	164	43	.	.	PUNCT
abrj-3	165	1	the	the	DET
abrj-3	165	2	results	result	NOUN
abrj-3	165	3	are	be	AUX
abrj-3	165	4	consistent	consistent	ADJ
abrj-3	165	5	for	for	ADP
abrj-3	165	6	all	all	DET
abrj-3	165	7	different	different	ADJ
abrj-3	165	8	out	out	ADP
abrj-3	165	9	-	-	PUNCT
abrj-3	165	10	of	of	ADP
abrj-3	165	11	-	-	PUNCT
abrj-3	165	12	sample	sample	NOUN
abrj-3	165	13	periods	period	NOUN
abrj-3	165	14	.	.	PUNCT
abrj-3	166	1	however	however	ADV
abrj-3	166	2	,	,	PUNCT
abrj-3	166	3	these	these	DET
abrj-3	166	4	consistent	consistent	ADJ
abrj-3	166	5	results	result	NOUN
abrj-3	166	6	are	be	AUX
abrj-3	166	7	for	for	ADP
abrj-3	166	8	the	the	DET
abrj-3	166	9	99	99	NUM
abrj-3	166	10	percent	percent	NOUN
abrj-3	166	11	confidence	confidence	NOUN
abrj-3	166	12	level	level	NOUN
abrj-3	166	13	only	only	ADV
abrj-3	166	14	and	and	CCONJ
abrj-3	166	15	even	even	ADV
abrj-3	166	16	slightly	slightly	ADV
abrj-3	166	17	worse	bad	ADJ
abrj-3	166	18	than	than	ADP
abrj-3	166	19	the	the	DET
abrj-3	166	20	results	result	NOUN
abrj-3	166	21	of	of	ADP
abrj-3	166	22	backtesting	backteste	VERB
abrj-3	166	23	var	var	NOUN
abrj-3	166	24	99	99	NUM
abrj-3	166	25	table	table	NOUN
abrj-3	166	26	6	6	NUM
abrj-3	166	27	panel	panel	NOUN
abrj-3	166	28	a	a	PRON
abrj-3	166	29	because	because	SCONJ
abrj-3	166	30	there	there	PRON
abrj-3	166	31	is	be	VERB
abrj-3	166	32	a	a	DET
abrj-3	166	33	worse	bad	ADJ
abrj-3	166	34	result	result	NOUN
abrj-3	166	35	for	for	ADP
abrj-3	166	36	portfolio	portfolio	NOUN
abrj-3	166	37	.	.	PUNCT
abrj-3	167	1	for	for	ADP
abrj-3	167	2	the	the	DET
abrj-3	167	3	95	95	NUM
abrj-3	167	4	and	and	CCONJ
abrj-3	167	5	90	90	NUM
abrj-3	167	6	percent	percent	NOUN
abrj-3	167	7	confidence	confidence	NOUN
abrj-3	167	8	levels	level	NOUN
abrj-3	167	9	,	,	PUNCT
abrj-3	167	10	most	most	ADJ
abrj-3	167	11	of	of	ADP
abrj-3	167	12	the	the	DET
abrj-3	167	13	average	average	ADJ
abrj-3	167	14	numbers	number	NOUN
abrj-3	167	15	of	of	ADP
abrj-3	167	16	returns	return	NOUN
abrj-3	167	17	that	that	PRON
abrj-3	167	18	are	be	AUX
abrj-3	167	19	lower	low	ADJ
abrj-3	167	20	than	than	ADP
abrj-3	167	21	es	es	VERB
abrj-3	167	22	for	for	ADP
abrj-3	167	23	portfolios	portfolio	NOUN
abrj-3	167	24	are	be	AUX
abrj-3	167	25	bigger	big	ADJ
abrj-3	167	26	than	than	ADP
abrj-3	167	27	the	the	DET
abrj-3	167	28	average	average	ADJ
abrj-3	167	29	numbers	number	NOUN
abrj-3	167	30	of	of	ADP
abrj-3	167	31	returns	return	NOUN
abrj-3	167	32	that	that	PRON
abrj-3	167	33	are	be	AUX
abrj-3	167	34	lower	low	ADJ
abrj-3	167	35	than	than	ADP
abrj-3	167	36	es	es	VERB
abrj-3	167	37	for	for	ADP
abrj-3	167	38	commodities	commodity	NOUN
abrj-3	167	39	.	.	PUNCT
abrj-3	168	1	again	again	ADV
abrj-3	168	2	,	,	PUNCT
abrj-3	168	3	this	this	PRON
abrj-3	168	4	indicates	indicate	VERB
abrj-3	168	5	that	that	SCONJ
abrj-3	168	6	both	both	DET
abrj-3	168	7	var	var	NOUN
abrj-3	168	8	and	and	CCONJ
abrj-3	168	9	es	es	VERB
abrj-3	168	10	measures	measure	NOUN
abrj-3	168	11	confirm	confirm	VERB
abrj-3	168	12	that	that	SCONJ
abrj-3	168	13	commodity	commodity	NOUN
abrj-3	168	14	portfolio	portfolio	NOUN
abrj-3	168	15	possess	possess	VERB
abrj-3	168	16	unexpected	unexpected	ADJ
abrj-3	168	17	consequence	consequence	NOUN
abrj-3	168	18	by	by	ADP
abrj-3	168	19	having	have	VERB
abrj-3	168	20	,	,	PUNCT
abrj-3	168	21	on	on	ADP
abrj-3	168	22	average	average	ADJ
abrj-3	168	23	,	,	PUNCT
abrj-3	168	24	less	less	ADV
abrj-3	168	25	accurate	accurate	ADJ
abrj-3	168	26	var	var	NOUN
abrj-3	168	27	and	and	CCONJ
abrj-3	168	28	more	more	ADV
abrj-3	168	29	left	left	ADJ
abrj-3	168	30	-	-	PUNCT
abrj-3	168	31	tailed	tail	VERB
abrj-3	168	32	returns	return	NOUN
abrj-3	168	33	that	that	SCONJ
abrj-3	168	34	below	below	ADP
abrj-3	168	35	the	the	DET
abrj-3	168	36	es	es	NOUN
abrj-3	168	37	.	.	PUNCT
abrj-3	169	1	we	we	PRON
abrj-3	169	2	obtain	obtain	VERB
abrj-3	169	3	similar	similar	ADJ
abrj-3	169	4	results	result	NOUN
abrj-3	169	5	in	in	ADP
abrj-3	169	6	the	the	DET
abrj-3	169	7	panel	panel	NOUN
abrj-3	169	8	b	b	PROPN
abrj-3	169	9	(	(	PUNCT
abrj-3	169	10	weekly	weekly	ADJ
abrj-3	169	11	series	series	NOUN
abrj-3	169	12	)	)	PUNCT
abrj-3	169	13	.	.	PUNCT
abrj-3	170	1	the	the	DET
abrj-3	170	2	average	average	ADJ
abrj-3	170	3	numbers	number	NOUN
abrj-3	170	4	of	of	ADP
abrj-3	170	5	returns	return	NOUN
abrj-3	170	6	that	that	PRON
abrj-3	170	7	are	be	AUX
abrj-3	170	8	lower	low	ADJ
abrj-3	170	9	than	than	ADP
abrj-3	170	10	es	es	VERB
abrj-3	170	11	for	for	ADP
abrj-3	170	12	the	the	DET
abrj-3	170	13	portfolios	portfolio	NOUN
abrj-3	170	14	are	be	AUX
abrj-3	170	15	less	less	ADJ
abrj-3	170	16	than	than	ADP
abrj-3	170	17	the	the	DET
abrj-3	170	18	average	average	ADJ
abrj-3	170	19	numbers	number	NOUN
abrj-3	170	20	of	of	ADP
abrj-3	170	21	returns	return	NOUN
abrj-3	170	22	that	that	PRON
abrj-3	170	23	are	be	AUX
abrj-3	170	24	lower	low	ADJ
abrj-3	170	25	than	than	ADP
abrj-3	170	26	es	es	VERB
abrj-3	170	27	for	for	ADP
abrj-3	170	28	the	the	DET
abrj-3	170	29	commodity	commodity	NOUN
abrj-3	170	30	only	only	ADV
abrj-3	170	31	99	99	NUM
abrj-3	170	32	percent	percent	NOUN
abrj-3	170	33	confidence	confidence	NOUN
abrj-3	170	34	level	level	NOUN
abrj-3	170	35	.	.	PUNCT
abrj-3	171	1	for	for	ADP
abrj-3	171	2	monthly	monthly	ADJ
abrj-3	171	3	series	series	NOUN
abrj-3	171	4	(	(	PUNCT
abrj-3	171	5	panel	panel	NOUN
abrj-3	171	6	c	c	NOUN
abrj-3	171	7	)	)	PUNCT
abrj-3	171	8	,	,	PUNCT
abrj-3	171	9	the	the	DET
abrj-3	171	10	reduced	reduced	ADJ
abrj-3	171	11	average	average	ADJ
abrj-3	171	12	numbers	number	NOUN
abrj-3	171	13	of	of	ADP
abrj-3	171	14	returns	return	NOUN
abrj-3	171	15	that	that	PRON
abrj-3	171	16	are	be	AUX
abrj-3	171	17	lower	low	ADJ
abrj-3	171	18	than	than	ADP
abrj-3	171	19	es	es	ADP
abrj-3	171	20	portfolio	portfolio	NOUN
abrj-3	171	21	are	be	AUX
abrj-3	171	22	only	only	ADV
abrj-3	171	23	applicable	applicable	ADJ
abrj-3	171	24	at	at	ADP
abrj-3	171	25	certain	certain	ADJ
abrj-3	171	26	out	out	ADP
abrj-3	171	27	-	-	PUNCT
abrj-3	171	28	of	of	ADP
abrj-3	171	29	-	-	PUNCT
abrj-3	171	30	sample	sample	NOUN
abrj-3	171	31	period	period	NOUN
abrj-3	171	32	for	for	ADP
abrj-3	171	33	the	the	DET
abrj-3	171	34	95	95	NUM
abrj-3	171	35	percent	percent	NOUN
abrj-3	171	36	confidence	confidence	NOUN
abrj-3	171	37	level	level	NOUN
abrj-3	171	38	.	.	PUNCT
abrj-3	172	1	for	for	ADP
abrj-3	172	2	the	the	DET
abrj-3	172	3	rest	rest	NOUN
abrj-3	172	4	,	,	PUNCT
abrj-3	172	5	most	most	ADJ
abrj-3	172	6	of	of	ADP
abrj-3	172	7	the	the	DET
abrj-3	172	8	average	average	ADJ
abrj-3	172	9	portfolios	portfolio	NOUN
abrj-3	172	10	have	have	VERB
abrj-3	172	11	higher	high	ADJ
abrj-3	172	12	average	average	ADJ
abrj-3	172	13	numbers	number	NOUN
abrj-3	172	14	of	of	ADP
abrj-3	172	15	returns	return	NOUN
abrj-3	172	16	that	that	PRON
abrj-3	172	17	are	be	AUX
abrj-3	172	18	lower	low	ADJ
abrj-3	172	19	than	than	ADP
abrj-3	172	20	es	es	NOUN
abrj-3	172	21	.	.	PUNCT
abrj-3	173	1	this	this	PRON
abrj-3	173	2	indicates	indicate	VERB
abrj-3	173	3	that	that	SCONJ
abrj-3	173	4	the	the	DET
abrj-3	173	5	portfolio	portfolio	NOUN
abrj-3	173	6	diversification	diversification	NOUN
abrj-3	173	7	benefit	benefit	NOUN
abrj-3	173	8	based	base	VERB
abrj-3	173	9	on	on	ADP
abrj-3	173	10	es	es	PRON
abrj-3	173	11	measure	measure	NOUN
abrj-3	173	12	is	be	AUX
abrj-3	173	13	only	only	ADV
abrj-3	173	14	applicable	applicable	ADJ
abrj-3	173	15	at	at	ADP
abrj-3	173	16	99	99	NUM
abrj-3	173	17	percent	percent	NOUN
abrj-3	173	18	confidence	confidence	NOUN
abrj-3	173	19	level	level	NOUN
abrj-3	173	20	for	for	ADP
abrj-3	173	21	weekly	weekly	ADJ
abrj-3	173	22	series	series	NOUN
abrj-3	173	23	and	and	CCONJ
abrj-3	173	24	somewhat	somewhat	ADV
abrj-3	173	25	at	at	ADP
abrj-3	173	26	95	95	NUM
abrj-3	173	27	percent	percent	NOUN
abrj-3	173	28	confidence	confidence	NOUN
abrj-3	173	29	level	level	NOUN
abrj-3	173	30	for	for	ADP
abrj-3	173	31	monthly	monthly	ADJ
abrj-3	173	32	series	series	NOUN
abrj-3	173	33	.	.	PUNCT
abrj-3	174	1	overall	overall	ADV
abrj-3	174	2	,	,	PUNCT
abrj-3	174	3	we	we	PRON
abrj-3	174	4	can	can	AUX
abrj-3	174	5	see	see	VERB
abrj-3	174	6	that	that	SCONJ
abrj-3	174	7	even	even	ADV
abrj-3	174	8	tough	tough	ADJ
abrj-3	174	9	commodities	commodity	NOUN
abrj-3	174	10	portfolios	portfolio	NOUN
abrj-3	174	11	possess	possess	VERB
abrj-3	174	12	diversification	diversification	NOUN
abrj-3	174	13	benefit	benefit	NOUN
abrj-3	174	14	of	of	ADP
abrj-3	174	15	having	have	VERB
abrj-3	174	16	lower	low	ADJ
abrj-3	174	17	risk	risk	NOUN
abrj-3	174	18	,	,	PUNCT
abrj-3	174	19	the	the	DET
abrj-3	174	20	lower	low	ADJ
abrj-3	174	21	risk	risk	NOUN
abrj-3	174	22	somewhat	somewhat	ADV
abrj-3	174	23	becomes	become	VERB
abrj-3	174	24	contradictory	contradictory	ADJ
abrj-3	174	25	since	since	SCONJ
abrj-3	174	26	the	the	DET
abrj-3	174	27	var	var	NOUN
abrj-3	174	28	position	position	NOUN
abrj-3	174	29	will	will	AUX
abrj-3	174	30	be	be	AUX
abrj-3	174	31	less	less	ADV
abrj-3	174	32	conservative	conservative	ADJ
abrj-3	174	33	.	.	PUNCT
abrj-3	175	1	this	this	PRON
abrj-3	175	2	enables	enable	VERB
abrj-3	175	3	possibilities	possibility	NOUN
abrj-3	175	4	of	of	ADP
abrj-3	175	5	having	have	VERB
abrj-3	175	6	left	leave	VERB
abrj-3	175	7	-	-	PUNCT
abrj-3	175	8	tailed	tail	VERB
abrj-3	175	9	return	return	NOUN
abrj-3	175	10	violating	violate	VERB
abrj-3	175	11	var	var	NOUN
abrj-3	175	12	limit	limit	NOUN
abrj-3	175	13	.	.	PUNCT
abrj-3	176	1	our	our	PRON
abrj-3	176	2	finding	finding	NOUN
abrj-3	176	3	is	be	AUX
abrj-3	176	4	also	also	ADV
abrj-3	176	5	confirmed	confirm	VERB
abrj-3	176	6	by	by	ADP
abrj-3	176	7	our	our	PRON
abrj-3	176	8	es	es	NOUN
abrj-3	176	9	analysis	analysis	NOUN
abrj-3	176	10	.	.	PUNCT
abrj-3	177	1	therefore	therefore	ADV
abrj-3	177	2	,	,	PUNCT
abrj-3	177	3	we	we	PRON
abrj-3	177	4	can	can	AUX
abrj-3	177	5	see	see	VERB
abrj-3	177	6	both	both	DET
abrj-3	177	7	benefits	benefit	NOUN
abrj-3	177	8	and	and	CCONJ
abrj-3	177	9	unintended	unintended	ADJ
abrj-3	177	10	consequences	consequence	NOUN
abrj-3	177	11	of	of	ADP
abrj-3	177	12	commodities	commodity	NOUN
abrj-3	177	13	portfolio	portfolio	NOUN
abrj-3	177	14	.	.	PUNCT
abrj-3	178	1	the	the	DET
abrj-3	178	2	benefits	benefit	NOUN
abrj-3	178	3	are	be	AUX
abrj-3	178	4	lowering	lower	VERB
abrj-3	178	5	risk	risk	NOUN
abrj-3	178	6	and	and	CCONJ
abrj-3	178	7	reducing	reduce	VERB
abrj-3	178	8	the	the	DET
abrj-3	178	9	capital	capital	NOUN
abrj-3	178	10	requirements	requirement	NOUN
abrj-3	178	11	(	(	PUNCT
abrj-3	178	12	because	because	SCONJ
abrj-3	178	13	of	of	ADP
abrj-3	178	14	lower	low	ADJ
abrj-3	178	15	var	var	NOUN
abrj-3	178	16	)	)	PUNCT
abrj-3	178	17	,	,	PUNCT
abrj-3	178	18	as	as	SCONJ
abrj-3	178	19	reported	report	VERB
abrj-3	178	20	in	in	ADP
abrj-3	178	21	the	the	DET
abrj-3	178	22	table	table	NOUN
abrj-3	178	23	5	5	NUM
abrj-3	178	24	.	.	PUNCT
abrj-3	179	1	on	on	ADP
abrj-3	179	2	the	the	DET
abrj-3	179	3	other	other	ADJ
abrj-3	179	4	hand	hand	NOUN
abrj-3	179	5	,	,	PUNCT
abrj-3	179	6	the	the	DET
abrj-3	179	7	portfolio	portfolio	NOUN
abrj-3	179	8	also	also	ADV
abrj-3	179	9	has	have	VERB
abrj-3	179	10	less	less	ADV
abrj-3	179	11	accurate	accurate	ADJ
abrj-3	179	12	var	var	NOUN
abrj-3	179	13	and	and	CCONJ
abrj-3	179	14	more	more	ADJ
abrj-3	179	15	returns	return	NOUN
abrj-3	179	16	that	that	PRON
abrj-3	179	17	are	be	AUX
abrj-3	179	18	lower	low	ADJ
abrj-3	179	19	than	than	ADP
abrj-3	179	20	es	es	NOUN
abrj-3	179	21	,	,	PUNCT
abrj-3	179	22	as	as	SCONJ
abrj-3	179	23	reported	report	VERB
abrj-3	179	24	in	in	ADP
abrj-3	179	25	the	the	DET
abrj-3	179	26	table	table	NOUN
abrj-3	179	27	6	6	NUM
abrj-3	179	28	and	and	CCONJ
abrj-3	179	29	table	table	NOUN
abrj-3	179	30	7	7	NUM
abrj-3	179	31	,	,	PUNCT
abrj-3	179	32	respectively	respectively	ADV
abrj-3	179	33	.	.	PUNCT
abrj-3	180	1	5	5	X
abrj-3	180	2	.	.	PUNCT
abrj-3	180	3	conclusions	conclusion	NOUN
abrj-3	180	4	this	this	DET
abrj-3	180	5	paper	paper	NOUN
abrj-3	180	6	investigates	investigate	VERB
abrj-3	180	7	the	the	DET
abrj-3	180	8	benefits	benefit	NOUN
abrj-3	180	9	and	and	CCONJ
abrj-3	180	10	consequences	consequence	NOUN
abrj-3	180	11	of	of	ADP
abrj-3	180	12	portfolio	portfolio	NOUN
abrj-3	180	13	in	in	ADP
abrj-3	180	14	financialized	financialize	VERB
abrj-3	180	15	commodity	commodity	NOUN
abrj-3	180	16	markets	market	NOUN
abrj-3	180	17	.	.	PUNCT
abrj-3	181	1	we	we	PRON
abrj-3	181	2	use	use	VERB
abrj-3	181	3	eight	eight	NUM
abrj-3	181	4	financialized	financialize	VERB
abrj-3	181	5	commodities	commodity	NOUN
abrj-3	181	6	at	at	ADP
abrj-3	181	7	different	different	ADJ
abrj-3	181	8	data	data	NOUN
abrj-3	181	9	frequencies	frequency	NOUN
abrj-3	181	10	(	(	PUNCT
abrj-3	181	11	daily	daily	ADJ
abrj-3	181	12	,	,	PUNCT
abrj-3	181	13	weekly	weekly	ADJ
abrj-3	181	14	and	and	CCONJ
abrj-3	181	15	monthly	monthly	ADV
abrj-3	181	16	)	)	PUNCT
abrj-3	181	17	to	to	PART
abrj-3	181	18	construct	construct	VERB
abrj-3	181	19	seven	seven	NUM
abrj-3	181	20	equally	equally	ADV
abrj-3	181	21	weighted	weight	VERB
abrj-3	181	22	portfolios	portfolio	NOUN
abrj-3	181	23	.	.	PUNCT
abrj-3	182	1	our	our	PRON
abrj-3	182	2	choice	choice	NOUN
abrj-3	182	3	of	of	ADP
abrj-3	182	4	commodities	commodity	NOUN
abrj-3	182	5	in	in	ADP
abrj-3	182	6	forming	form	VERB
abrj-3	182	7	the	the	DET
abrj-3	182	8	portfolios	portfolio	NOUN
abrj-3	182	9	is	be	AUX
abrj-3	182	10	based	base	VERB
abrj-3	182	11	on	on	ADP
abrj-3	182	12	the	the	DET
abrj-3	182	13	minimum	minimum	ADJ
abrj-3	182	14	value	value	NOUN
abrj-3	182	15	of	of	ADP
abrj-3	182	16	portfolios	portfolio	NOUN
abrj-3	182	17	standard	standard	ADJ
abrj-3	182	18	deviation	deviation	NOUN
abrj-3	182	19	among	among	ADP
abrj-3	182	20	possible	possible	ADJ
abrj-3	182	21	portfolio	portfolio	NOUN
abrj-3	182	22	combinations	combination	NOUN
abrj-3	182	23	.	.	PUNCT
abrj-3	183	1	we	we	PRON
abrj-3	183	2	use	use	VERB
abrj-3	183	3	moving	move	VERB
abrj-3	183	4	average	average	ADJ
abrj-3	183	5	for	for	ADP
abrj-3	183	6	obtaining	obtain	VERB
abrj-3	183	7	portfolios	portfolio	NOUN
abrj-3	183	8	covariance	covariance	NOUN
abrj-3	183	9	and	and	CCONJ
abrj-3	183	10	then	then	ADV
abrj-3	183	11	calculating	calculate	VERB
abrj-3	183	12	the	the	DET
abrj-3	183	13	portfolios	portfolio	NOUN
abrj-3	183	14	standard	standard	ADJ
abrj-3	183	15	deviation	deviation	NOUN
abrj-3	183	16	.	.	PUNCT
abrj-3	184	1	after	after	ADP
abrj-3	184	2	that	that	PRON
abrj-3	184	3	,	,	PUNCT
abrj-3	184	4	we	we	PRON
abrj-3	184	5	calculate	calculate	VERB
abrj-3	184	6	portfolios	portfolio	NOUN
abrj-3	184	7	var	var	NOUN
abrj-3	184	8	and	and	CCONJ
abrj-3	184	9	es	es	NOUN
abrj-3	184	10	.	.	PUNCT
abrj-3	185	1	finally	finally	ADV
abrj-3	185	2	,	,	PUNCT
abrj-3	185	3	we	we	PRON
abrj-3	185	4	perform	perform	VERB
abrj-3	185	5	back	back	ADV
abrj-3	185	6	testing	test	VERB
abrj-3	185	7	var	var	NOUN
abrj-3	185	8	and	and	CCONJ
abrj-3	185	9	calculate	calculate	VERB
abrj-3	185	10	the	the	DET
abrj-3	185	11	number	number	NOUN
abrj-3	185	12	of	of	ADP
abrj-3	185	13	returns	return	NOUN
abrj-3	185	14	that	that	PRON
abrj-3	185	15	are	be	AUX
abrj-3	185	16	lower	low	ADJ
abrj-3	185	17	than	than	ADP
abrj-3	185	18	es	es	VERB
abrj-3	185	19	at	at	ADP
abrj-3	185	20	99	99	NUM
abrj-3	185	21	percent	percent	NOUN
abrj-3	185	22	,	,	PUNCT
abrj-3	185	23	95	95	NUM
abrj-3	185	24	percent	percent	NOUN
abrj-3	185	25	and	and	CCONJ
abrj-3	185	26	90	90	NUM
abrj-3	185	27	percent	percent	NOUN
abrj-3	185	28	var	var	NOUN
abrj-3	185	29	levels	level	NOUN
abrj-3	185	30	.	.	PUNCT
abrj-3	186	1	we	we	PRON
abrj-3	186	2	demonstrate	demonstrate	VERB
abrj-3	186	3	that	that	SCONJ
abrj-3	186	4	the	the	DET
abrj-3	186	5	average	average	ADJ
abrj-3	186	6	standard	standard	ADJ
abrj-3	186	7	deviation	deviation	NOUN
abrj-3	186	8	of	of	ADP
abrj-3	186	9	the	the	DET
abrj-3	186	10	portfolios	portfolio	NOUN
abrj-3	186	11	are	be	AUX
abrj-3	186	12	smaller	small	ADJ
abrj-3	186	13	than	than	ADP
abrj-3	186	14	the	the	DET
abrj-3	186	15	average	average	ADJ
abrj-3	186	16	standard	standard	ADJ
abrj-3	186	17	deviation	deviation	NOUN
abrj-3	186	18	of	of	ADP
abrj-3	186	19	the	the	DET
abrj-3	186	20	commodity	commodity	NOUN
abrj-3	186	21	.	.	PUNCT
abrj-3	187	1	this	this	PRON
abrj-3	187	2	mean	mean	VERB
abrj-3	187	3	that	that	SCONJ
abrj-3	187	4	commodities	commodity	NOUN
abrj-3	187	5	bundled	bundle	VERB
abrj-3	187	6	as	as	ADP
abrj-3	187	7	a	a	DET
abrj-3	187	8	portfolio	portfolio	NOUN
abrj-3	187	9	have	have	VERB
abrj-3	187	10	lower	low	ADJ
abrj-3	187	11	risk	risk	NOUN
abrj-3	187	12	than	than	ADP
abrj-3	187	13	commodity	commodity	NOUN
abrj-3	187	14	as	as	ADP
abrj-3	187	15	a	a	DET
abrj-3	187	16	single	single	ADJ
abrj-3	187	17	asset	asset	NOUN
abrj-3	187	18	.	.	PUNCT
abrj-3	188	1	this	this	PRON
abrj-3	188	2	also	also	ADV
abrj-3	188	3	implies	imply	VERB
abrj-3	188	4	that	that	SCONJ
abrj-3	188	5	investors	investor	NOUN
abrj-3	188	6	will	will	AUX
abrj-3	188	7	require	require	VERB
abrj-3	188	8	fewer	few	ADJ
abrj-3	188	9	capital	capital	NOUN
abrj-3	188	10	when	when	SCONJ
abrj-3	188	11	investing	invest	VERB
abrj-3	188	12	in	in	ADP
abrj-3	188	13	commodity	commodity	NOUN
abrj-3	188	14	portfolio	portfolio	NOUN
abrj-3	188	15	rather	rather	ADV
abrj-3	188	16	than	than	ADP
abrj-3	188	17	investing	invest	VERB
abrj-3	188	18	in	in	ADP
abrj-3	188	19	commodity	commodity	NOUN
abrj-3	188	20	as	as	ADP
abrj-3	188	21	a	a	DET
abrj-3	188	22	single	single	ADJ
abrj-3	188	23	asset	asset	NOUN
abrj-3	188	24	.	.	PUNCT
abrj-3	189	1	therefore	therefore	ADV
abrj-3	189	2	,	,	PUNCT
abrj-3	189	3	reducing	reduce	VERB
abrj-3	189	4	risk	risk	NOUN
abrj-3	189	5	and	and	CCONJ
abrj-3	189	6	capital	capital	NOUN
abrj-3	189	7	requirement	requirement	NOUN
abrj-3	189	8	are	be	AUX
abrj-3	189	9	the	the	DET
abrj-3	189	10	diversification	diversification	NOUN
abrj-3	189	11	benefits	benefit	NOUN
abrj-3	189	12	of	of	ADP
abrj-3	189	13	financialized	financialize	VERB
abrj-3	189	14	commodities	commodity	NOUN
abrj-3	189	15	portfolio	portfolio	NOUN
abrj-3	189	16	.	.	PUNCT
abrj-3	190	1	on	on	ADP
abrj-3	190	2	the	the	DET
abrj-3	190	3	other	other	ADJ
abrj-3	190	4	hand	hand	NOUN
abrj-3	190	5	,	,	PUNCT
abrj-3	190	6	we	we	PRON
abrj-3	190	7	find	find	VERB
abrj-3	190	8	that	that	SCONJ
abrj-3	190	9	on	on	ADP
abrj-3	190	10	average	average	ADJ
abrj-3	190	11	commodities	commodity	NOUN
abrj-3	190	12	portfolios	portfolio	NOUN
abrj-3	190	13	tend	tend	VERB
abrj-3	190	14	to	to	PART
abrj-3	190	15	have	have	VERB
abrj-3	190	16	less	less	ADV
abrj-3	190	17	accurate	accurate	ADJ
abrj-3	190	18	var	var	NOUN
abrj-3	190	19	and	and	CCONJ
abrj-3	190	20	more	more	ADJ
abrj-3	190	21	returns	return	NOUN
abrj-3	190	22	that	that	PRON
abrj-3	190	23	are	be	AUX
abrj-3	190	24	lower	low	ADJ
abrj-3	190	25	than	than	ADP
abrj-3	190	26	es	es	VERB
abrj-3	190	27	.	.	PUNCT
abrj-3	191	1	our	our	PRON
abrj-3	191	2	results	result	NOUN
abrj-3	191	3	are	be	AUX
abrj-3	191	4	consistent	consistent	ADJ
abrj-3	191	5	for	for	ADP
abrj-3	191	6	daily	daily	ADJ
abrj-3	191	7	,	,	PUNCT
abrj-3	191	8	weekly	weekly	ADJ
abrj-3	191	9	and	and	CCONJ
abrj-3	191	10	monthly	monthly	ADJ
abrj-3	191	11	series	series	NOUN
abrj-3	191	12	and	and	CCONJ
abrj-3	191	13	at	at	ADP
abrj-3	191	14	different	different	ADJ
abrj-3	191	15	outof	outof	PROPN
abrj-3	191	16	-	-	PUNCT
abrj-3	191	17	sample	sample	NOUN
abrj-3	191	18	periods	period	NOUN
abrj-3	191	19	at	at	ADP
abrj-3	191	20	the	the	DET
abrj-3	191	21	most	most	ADJ
abrj-3	191	22	confidence	confidence	NOUN
abrj-3	191	23	levels	level	NOUN
abrj-3	191	24	.	.	PUNCT
abrj-3	192	1	the	the	DET
abrj-3	192	2	more	more	ADV
abrj-3	192	3	accurate	accurate	ADJ
abrj-3	192	4	of	of	ADP
abrj-3	192	5	the	the	DET
abrj-3	192	6	average	average	ADJ
abrj-3	192	7	commodity	commodity	NOUN
abrj-3	192	8	portfolios	portfolio	NOUN
abrj-3	192	9	var	var	VERB
abrj-3	192	10	over	over	ADP
abrj-3	192	11	the	the	DET
abrj-3	192	12	average	average	NOUN
abrj-3	192	13	of	of	ADP
abrj-3	192	14	single	single	ADJ
abrj-3	192	15	commodity	commodity	NOUN
abrj-3	192	16	var	var	NOUN
abrj-3	192	17	is	be	AUX
abrj-3	192	18	reported	report	VERB
abrj-3	192	19	only	only	ADV
abrj-3	192	20	at	at	ADP
abrj-3	192	21	99	99	NUM
abrj-3	192	22	percent	percent	NOUN
abrj-3	192	23	var	var	NOUN
abrj-3	192	24	level	level	NOUN
abrj-3	192	25	for	for	ADP
abrj-3	192	26	daily	daily	ADJ
abrj-3	192	27	and	and	CCONJ
abrj-3	192	28	weekly	weekly	ADJ
abrj-3	192	29	series	series	NOUN
abrj-3	192	30	(	(	PUNCT
abrj-3	192	31	across	across	ADP
abrj-3	192	32	all	all	DET
abrj-3	192	33	out	out	ADP
abrj-3	192	34	-	-	PUNCT
abrj-3	192	35	of	of	ADP
abrj-3	192	36	-	-	PUNCT
abrj-3	192	37	sample	sample	NOUN
abrj-3	192	38	periods	period	NOUN
abrj-3	192	39	)	)	PUNCT
abrj-3	192	40	.	.	PUNCT
abrj-3	193	1	for	for	ADP
abrj-3	193	2	monthly	monthly	ADJ
abrj-3	193	3	series	series	NOUN
abrj-3	193	4	,	,	PUNCT
abrj-3	193	5	only	only	ADV
abrj-3	193	6	few	few	ADJ
abrj-3	193	7	average	average	ADJ
abrj-3	193	8	numbers	number	NOUN
abrj-3	193	9	of	of	ADP
abrj-3	193	10	commodity	commodity	NOUN
abrj-3	193	11	portfolio	portfolio	NOUN
abrj-3	193	12	var	var	NOUN
abrj-3	193	13	are	be	AUX
abrj-3	193	14	reported	report	VERB
abrj-3	193	15	to	to	PART
abrj-3	193	16	be	be	AUX
abrj-3	193	17	more	more	ADV
abrj-3	193	18	accurate	accurate	ADJ
abrj-3	193	19	than	than	ADP
abrj-3	193	20	single	single	ADJ
abrj-3	193	21	commodity	commodity	NOUN
abrj-3	193	22	var	var	NOUN
abrj-3	193	23	.	.	PUNCT
abrj-3	194	1	we	we	PRON
abrj-3	194	2	also	also	ADV
abrj-3	194	3	obtain	obtain	VERB
abrj-3	194	4	similar	similar	ADJ
abrj-3	194	5	results	result	NOUN
abrj-3	194	6	when	when	SCONJ
abrj-3	194	7	performing	perform	VERB
abrj-3	194	8	es	es	ADP
abrj-3	194	9	analysis	analysis	NOUN
abrj-3	194	10	.	.	PUNCT
abrj-3	195	1	the	the	DET
abrj-3	195	2	commodity	commodity	NOUN
abrj-3	195	3	portfolios	portfolio	NOUN
abrj-3	195	4	tend	tend	VERB
abrj-3	195	5	to	to	PART
abrj-3	195	6	have	have	VERB
abrj-3	195	7	higher	high	ADJ
abrj-3	195	8	average	average	ADJ
abrj-3	195	9	number	number	NOUN
abrj-3	195	10	of	of	ADP
abrj-3	195	11	returns	return	NOUN
abrj-3	195	12	that	that	PRON
abrj-3	195	13	are	be	AUX
abrj-3	195	14	lower	low	ADJ
abrj-3	195	15	than	than	ADP
abrj-3	195	16	es	es	PRON
abrj-3	195	17	compared	compare	VERB
abrj-3	195	18	with	with	ADP
abrj-3	195	19	single	single	ADJ
abrj-3	195	20	commodity	commodity	NOUN
abrj-3	195	21	.	.	PUNCT
abrj-3	196	1	overall	overall	ADV
abrj-3	196	2	,	,	PUNCT
abrj-3	196	3	we	we	PRON
abrj-3	196	4	find	find	VERB
abrj-3	196	5	unintended	unintended	ADJ
abrj-3	196	6	consequences	consequence	NOUN
abrj-3	196	7	of	of	ADP
abrj-3	196	8	diversification	diversification	NOUN
abrj-3	196	9	benefits	benefit	NOUN
abrj-3	196	10	in	in	ADP
abrj-3	196	11	commodity	commodity	NOUN
abrj-3	196	12	portfolios	portfolio	NOUN
abrj-3	196	13	.	.	PUNCT
abrj-3	197	1	on	on	ADP
abrj-3	197	2	one	one	NUM
abrj-3	197	3	side	side	NOUN
abrj-3	197	4	,	,	PUNCT
abrj-3	197	5	there	there	PRON
abrj-3	197	6	are	be	VERB
abrj-3	197	7	clearly	clearly	ADV
abrj-3	197	8	diversification	diversification	NOUN
abrj-3	197	9	benefits	benefit	NOUN
abrj-3	197	10	of	of	ADP
abrj-3	197	11	having	have	VERB
abrj-3	197	12	lower	low	ADJ
abrj-3	197	13	risk	risk	NOUN
abrj-3	197	14	and	and	CCONJ
abrj-3	197	15	implying	implying	ADJ
abrj-3	197	16	reduced	reduce	VERB
abrj-3	197	17	capital	capital	NOUN
abrj-3	197	18	requirement	requirement	NOUN
abrj-3	197	19	in	in	ADP
abrj-3	197	20	commodity	commodity	NOUN
abrj-3	197	21	portfolio	portfolio	NOUN
abrj-3	197	22	.	.	PUNCT
abrj-3	198	1	on	on	ADP
abrj-3	198	2	the	the	DET
abrj-3	198	3	other	other	ADJ
abrj-3	198	4	hand	hand	NOUN
abrj-3	198	5	,	,	PUNCT
abrj-3	198	6	there	there	PRON
abrj-3	198	7	are	be	VERB
abrj-3	198	8	unintended	unintended	ADJ
abrj-3	198	9	consequences	consequence	NOUN
abrj-3	198	10	by	by	ADP
abrj-3	198	11	having	have	VERB
abrj-3	198	12	less	less	ADV
abrj-3	198	13	accurate	accurate	ADJ
abrj-3	198	14	var	var	NOUN
abrj-3	198	15	and	and	CCONJ
abrj-3	198	16	higher	high	ADJ
abrj-3	198	17	number	number	NOUN
abrj-3	198	18	of	of	ADP
abrj-3	198	19	returns	return	NOUN
abrj-3	198	20	that	that	PRON
abrj-3	198	21	are	be	AUX
abrj-3	198	22	lower	low	ADJ
abrj-3	198	23	than	than	ADP
abrj-3	198	24	es	es	VERB
abrj-3	198	25	.	.	PUNCT
abrj-3	199	1	our	our	PRON
abrj-3	199	2	results	result	NOUN
abrj-3	199	3	are	be	AUX
abrj-3	199	4	based	base	VERB
abrj-3	199	5	on	on	ADP
abrj-3	199	6	the	the	DET
abrj-3	199	7	standard	standard	ADJ
abrj-3	199	8	variance	variance	NOUN
abrj-3	199	9	-	-	PUNCT
abrj-3	199	10	covariance	covariance	NOUN
abrj-3	199	11	portfolio	portfolio	NOUN
abrj-3	199	12	volatility	volatility	NOUN
abrj-3	199	13	method	method	NOUN
abrj-3	199	14	,	,	PUNCT
abrj-3	199	15	which	which	PRON
abrj-3	199	16	could	could	AUX
abrj-3	199	17	be	be	AUX
abrj-3	199	18	one	one	NUM
abrj-3	199	19	of	of	ADP
abrj-3	199	20	our	our	PRON
abrj-3	199	21	limitations	limitation	NOUN
abrj-3	199	22	.	.	PUNCT
abrj-3	200	1	investigating	investigate	VERB
abrj-3	200	2	portfolio	portfolio	NOUN
abrj-3	200	3	var	var	NOUN
abrj-3	200	4	and	and	CCONJ
abrj-3	200	5	es	es	X
abrj-3	200	6	using	use	VERB
abrj-3	200	7	more	more	ADV
abrj-3	200	8	advanced	advanced	ADJ
abrj-3	200	9	volatility	volatility	NOUN
abrj-3	200	10	methods	method	NOUN
abrj-3	200	11	are	be	AUX
abrj-3	200	12	encouraged	encourage	VERB
abrj-3	200	13	to	to	PART
abrj-3	200	14	discover	discover	VERB
abrj-3	200	15	other	other	ADJ
abrj-3	200	16	possible	possible	ADJ
abrj-3	200	17	diversification	diversification	NOUN
abrj-3	200	18	benefits	benefit	NOUN
abrj-3	200	19	and	and	CCONJ
abrj-3	200	20	consequences	consequence	NOUN
abrj-3	200	21	of	of	ADP
abrj-3	200	22	having	have	VERB
abrj-3	200	23	commodities	commodity	NOUN
abrj-3	200	24	in	in	ADP
abrj-3	200	25	a	a	DET
abrj-3	200	26	portfolio	portfolio	NOUN
abrj-3	200	27	rather	rather	ADV
abrj-3	200	28	than	than	ADP
abrj-3	200	29	in	in	ADP
abrj-3	200	30	a	a	DET
abrj-3	200	31	single	single	ADJ
abrj-3	200	32	asset	asset	NOUN
abrj-3	200	33	.	.	PUNCT
abrj-3	201	1	asian	asian	ADJ
abrj-3	201	2	business	business	PROPN
abrj-3	201	3	research	research	NOUN
abrj-3	201	4	journal	journal	NOUN
abrj-3	201	5	,	,	PUNCT
abrj-3	201	6	2019	2019	NUM
abrj-3	201	7	,	,	PUNCT
abrj-3	201	8	4	4	NUM
abrj-3	201	9	:	:	SYM
abrj-3	201	10	17	17	NUM
abrj-3	201	11	-	-	SYM
abrj-3	201	12	28	28	NUM
abrj-3	201	13	24	24	NUM
abrj-3	201	14	©	©	PROPN
abrj-3	201	15	2019	2019	NUM
abrj-3	201	16	by	by	ADP
abrj-3	201	17	the	the	DET
abrj-3	201	18	authors	author	NOUN
abrj-3	201	19	;	;	PUNCT
abrj-3	201	20	licensee	licensee	NOUN
abrj-3	201	21	eastern	eastern	ADJ
abrj-3	201	22	centre	centre	NOUN
abrj-3	201	23	of	of	ADP
abrj-3	201	24	science	science	NOUN
abrj-3	201	25	and	and	CCONJ
abrj-3	201	26	education	education	NOUN
abrj-3	201	27	,	,	PUNCT
abrj-3	201	28	usa	usa	PROPN
abrj-3	201	29	table-6	table-6	PROPN
abrj-3	201	30	.	.	PROPN
abrj-3	201	31	results	result	NOUN
abrj-3	201	32	of	of	ADP
abrj-3	201	33	back	back	NOUN
abrj-3	201	34	-	-	PUNCT
abrj-3	201	35	testing	testing	NOUN
abrj-3	201	36	var	var	NOUN
abrj-3	201	37	commodities	commodity	NOUN
abrj-3	201	38	and	and	CCONJ
abrj-3	201	39	portfolios	portfolio	NOUN
abrj-3	201	40	for	for	ADP
abrj-3	201	41	eight	eight	NUM
abrj-3	201	42	financialized	financialize	VERB
abrj-3	201	43	commodities	commodity	NOUN
abrj-3	201	44	and	and	CCONJ
abrj-3	201	45	seven	seven	NUM
abrj-3	201	46	combination	combination	NOUN
abrj-3	201	47	portfolios	portfolio	NOUN
abrj-3	201	48	at	at	ADP
abrj-3	201	49	different	different	ADJ
abrj-3	201	50	var	var	NOUN
abrj-3	201	51	levels	level	NOUN
abrj-3	201	52	(	(	PUNCT
abrj-3	201	53	99	99	NUM
abrj-3	201	54	percent	percent	NOUN
abrj-3	201	55	,	,	PUNCT
abrj-3	201	56	95	95	NUM
abrj-3	201	57	percent	percent	NOUN
abrj-3	201	58	and	and	CCONJ
abrj-3	201	59	90	90	NUM
abrj-3	201	60	percent	percent	NOUN
abrj-3	201	61	)	)	PUNCT
abrj-3	201	62	and	and	CCONJ
abrj-3	201	63	at	at	ADP
abrj-3	201	64	different	different	ADJ
abrj-3	201	65	out	out	ADP
abrj-3	201	66	-	-	PUNCT
abrj-3	201	67	of	of	ADP
abrj-3	201	68	-	-	PUNCT
abrj-3	201	69	sample	sample	NOUN
abrj-3	201	70	periods	period	NOUN
abrj-3	201	71	(	(	PUNCT
abrj-3	201	72	1	1	NUM
abrj-3	201	73	year	year	NOUN
abrj-3	201	74	,	,	PUNCT
abrj-3	201	75	2	2	NUM
abrj-3	201	76	years	year	NOUN
abrj-3	201	77	,	,	PUNCT
abrj-3	201	78	3	3	NUM
abrj-3	201	79	years	year	NOUN
abrj-3	201	80	,	,	PUNCT
abrj-3	201	81	4	4	NUM
abrj-3	201	82	years	year	NOUN
abrj-3	201	83	,	,	PUNCT
abrj-3	201	84	5	5	NUM
abrj-3	201	85	years	year	NOUN
abrj-3	201	86	,	,	PUNCT
abrj-3	201	87	and	and	CCONJ
abrj-3	201	88	6	6	NUM
abrj-3	201	89	years	year	NOUN
abrj-3	201	90	)	)	PUNCT
abrj-3	201	91	for	for	ADP
abrj-3	201	92	daily	daily	ADV
abrj-3	201	93	,	,	PUNCT
abrj-3	201	94	weekly	weekly	ADJ
abrj-3	201	95	and	and	CCONJ
abrj-3	201	96	monthly	monthly	ADJ
abrj-3	201	97	return	return	NOUN
abrj-3	201	98	series	series	NOUN
abrj-3	201	99	.	.	PUNCT
abrj-3	202	1	panel	panel	NOUN
abrj-3	202	2	a	a	DET
abrj-3	202	3	:	:	PUNCT
abrj-3	202	4	number	number	NOUN
abrj-3	202	5	of	of	ADP
abrj-3	202	6	var	var	NOUN
abrj-3	202	7	violations	violation	NOUN
abrj-3	202	8	daily	daily	ADJ
abrj-3	202	9	series	series	PROPN
abrj-3	202	10	var	var	PROPN
abrj-3	202	11	level	level	PROPN
abrj-3	202	12	commodity	commodity	NOUN
abrj-3	202	13	/	/	SYM
abrj-3	202	14	portfolio	portfolio	NOUN
abrj-3	202	15	oil	oil	NOUN
abrj-3	202	16	gas	gas	NOUN
abrj-3	202	17	gold	gold	NOUN
abrj-3	202	18	silver	silver	NOUN
abrj-3	202	19	copper	copper	NOUN
abrj-3	202	20	corn	corn	NOUN
abrj-3	202	21	wheat	wheat	NOUN
abrj-3	202	22	soybean	soybean	PROPN
abrj-3	202	23	avg	avg	PROPN
abrj-3	202	24	p2	p2	PROPN
abrj-3	202	25	p3	p3	PROPN
abrj-3	202	26	p4	p4	ADJ
abrj-3	202	27	p5	p5	ADJ
abrj-3	202	28	p6	p6	ADJ
abrj-3	202	29	p7	p7	VERB
abrj-3	202	30	p8	p8	PROPN
abrj-3	202	31	avg	avg	NOUN
abrj-3	202	32	out	out	ADV
abrj-3	202	33	-	-	PUNCT
abrj-3	202	34	of	of	ADP
abrj-3	202	35	-	-	PUNCT
abrj-3	202	36	sample	sample	NOUN
abrj-3	202	37	period	period	NOUN
abrj-3	202	38	com	com	NOUN
abrj-3	202	39	p	p	NOUN
abrj-3	202	40	var	var	NOUN
abrj-3	202	41	99	99	NUM
abrj-3	202	42	1	1	NUM
abrj-3	202	43	year	year	NOUN
abrj-3	202	44	0	0	NUM
abrj-3	202	45	2	2	NUM
abrj-3	202	46	1	1	NUM
abrj-3	202	47	6	6	NUM
abrj-3	202	48	5	5	NUM
abrj-3	202	49	4	4	NUM
abrj-3	202	50	5	5	NUM
abrj-3	202	51	2	2	NUM
abrj-3	202	52	3.13	3.13	NUM
abrj-3	202	53	3	3	NUM
abrj-3	202	54	4	4	NUM
abrj-3	202	55	3	3	NUM
abrj-3	202	56	3	3	NUM
abrj-3	202	57	0	0	NUM
abrj-3	202	58	2	2	NUM
abrj-3	202	59	2	2	NUM
abrj-3	202	60	2.52	2.52	NUM
abrj-3	202	61	2	2	NUM
abrj-3	202	62	years	year	NOUN
abrj-3	202	63	4	4	NUM
abrj-3	202	64	3	3	NUM
abrj-3	202	65	10	10	NUM
abrj-3	202	66	23	23	NUM
abrj-3	202	67	9	9	NUM
abrj-3	202	68	9	9	NUM
abrj-3	202	69	10	10	NUM
abrj-3	202	70	2	2	NUM
abrj-3	202	71	8.75	8.75	NUM
abrj-3	202	72	5	5	NUM
abrj-3	202	73	7	7	NUM
abrj-3	202	74	7	7	NUM
abrj-3	202	75	13	13	NUM
abrj-3	202	76	6	6	NUM
abrj-3	202	77	11	11	NUM
abrj-3	202	78	8	8	NUM
abrj-3	202	79	8.22	8.22	NUM
abrj-3	202	80	3	3	NUM
abrj-3	202	81	years	year	NOUN
abrj-3	202	82	4	4	NUM
abrj-3	202	83	3	3	NUM
abrj-3	202	84	14	14	NUM
abrj-3	202	85	25	25	NUM
abrj-3	202	86	9	9	NUM
abrj-3	202	87	13	13	NUM
abrj-3	202	88	10	10	NUM
abrj-3	202	89	2	2	NUM
abrj-3	202	90	10.00	10.00	NUM
abrj-3	202	91	6	6	NUM
abrj-3	202	92	9	9	NUM
abrj-3	202	93	9	9	NUM
abrj-3	202	94	15	15	NUM
abrj-3	202	95	6	6	NUM
abrj-3	202	96	12	12	NUM
abrj-3	202	97	9	9	NUM
abrj-3	202	98	9.50	9.50	NUM
abrj-3	202	99	4	4	NUM
abrj-3	202	100	years	year	NOUN
abrj-3	202	101	4	4	NUM
abrj-3	202	102	3	3	NUM
abrj-3	202	103	21	21	NUM
abrj-3	202	104	29	29	NUM
abrj-3	202	105	9	9	NUM
abrj-3	202	106	19	19	NUM
abrj-3	202	107	11	11	NUM
abrj-3	202	108	4	4	NUM
abrj-3	202	109	12.50	12.50	NUM
abrj-3	202	110	12	12	NUM
abrj-3	202	111	14	14	NUM
abrj-3	202	112	11	11	NUM
abrj-3	202	113	17	17	NUM
abrj-3	202	114	8	8	NUM
abrj-3	202	115	14	14	NUM
abrj-3	202	116	11	11	NUM
abrj-3	202	117	12.44	12.44	NUM
abrj-3	202	118	5	5	NUM
abrj-3	202	119	years	year	NOUN
abrj-3	202	120	6	6	NUM
abrj-3	202	121	11	11	NUM
abrj-3	202	122	21	21	NUM
abrj-3	202	123	32	32	NUM
abrj-3	202	124	9	9	NUM
abrj-3	202	125	20	20	NUM
abrj-3	202	126	13	13	NUM
abrj-3	202	127	7	7	NUM
abrj-3	202	128	14.88	14.88	NUM
abrj-3	202	129	15	15	NUM
abrj-3	202	130	15	15	NUM
abrj-3	202	131	12	12	NUM
abrj-3	202	132	18	18	NUM
abrj-3	202	133	10	10	NUM
abrj-3	202	134	15	15	NUM
abrj-3	202	135	13	13	NUM
abrj-3	202	136	14.11	14.11	NUM
abrj-3	202	137	6	6	NUM
abrj-3	202	138	years	year	NOUN
abrj-3	202	139	13	13	NUM
abrj-3	202	140	13	13	NUM
abrj-3	202	141	21	21	NUM
abrj-3	202	142	34	34	NUM
abrj-3	202	143	11	11	NUM
abrj-3	202	144	23	23	NUM
abrj-3	202	145	13	13	NUM
abrj-3	202	146	10	10	NUM
abrj-3	202	147	17.25	17.25	NUM
abrj-3	202	148	18	18	NUM
abrj-3	202	149	18	18	NUM
abrj-3	202	150	15	15	NUM
abrj-3	202	151	21	21	NUM
abrj-3	202	152	13	13	NUM
abrj-3	202	153	18	18	NUM
abrj-3	202	154	16	16	NUM
abrj-3	202	155	17.03	17.03	NUM
abrj-3	202	156	var	var	NOUN
abrj-3	202	157	95	95	NUM
abrj-3	202	158	1	1	NUM
abrj-3	202	159	year	year	NOUN
abrj-3	202	160	4	4	NUM
abrj-3	202	161	5	5	NUM
abrj-3	202	162	10	10	NUM
abrj-3	202	163	11	11	NUM
abrj-3	202	164	11	11	NUM
abrj-3	202	165	9	9	NUM
abrj-3	202	166	8	8	NUM
abrj-3	202	167	3	3	NUM
abrj-3	202	168	7.63	7.63	NUM
abrj-3	202	169	4	4	NUM
abrj-3	202	170	6	6	NUM
abrj-3	202	171	10	10	NUM
abrj-3	202	172	11	11	NUM
abrj-3	202	173	5	5	NUM
abrj-3	202	174	10	10	NUM
abrj-3	202	175	6	6	NUM
abrj-3	202	176	7.45	7.45	NUM
abrj-3	202	177	2	2	NUM
abrj-3	202	178	years	year	NOUN
abrj-3	202	179	13	13	NUM
abrj-3	202	180	6	6	NUM
abrj-3	202	181	28	28	NUM
abrj-3	202	182	37	37	NUM
abrj-3	202	183	23	23	NUM
abrj-3	202	184	22	22	NUM
abrj-3	202	185	23	23	NUM
abrj-3	202	186	5	5	NUM
abrj-3	202	187	19.63	19.63	NUM
abrj-3	202	188	13	13	NUM
abrj-3	202	189	20	20	NUM
abrj-3	202	190	25	25	NUM
abrj-3	202	191	32	32	NUM
abrj-3	202	192	16	16	NUM
abrj-3	202	193	24	24	NUM
abrj-3	202	194	21	21	NUM
abrj-3	202	195	21.33	21.33	NUM
abrj-3	202	196	3	3	NUM
abrj-3	202	197	years	year	NOUN
abrj-3	202	198	17	17	NUM
abrj-3	202	199	9	9	NUM
abrj-3	202	200	35	35	NUM
abrj-3	202	201	44	44	NUM
abrj-3	202	202	26	26	NUM
abrj-3	202	203	28	28	NUM
abrj-3	202	204	26	26	NUM
abrj-3	202	205	9	9	NUM
abrj-3	202	206	24.25	24.25	NUM
abrj-3	202	207	19	19	NUM
abrj-3	202	208	29	29	NUM
abrj-3	202	209	30	30	NUM
abrj-3	202	210	39	39	NUM
abrj-3	202	211	19	19	NUM
abrj-3	202	212	30	30	NUM
abrj-3	202	213	24	24	NUM
abrj-3	202	214	26.78	26.78	NUM
abrj-3	202	215	4	4	NUM
abrj-3	202	216	years	year	NOUN
abrj-3	202	217	17	17	NUM
abrj-3	202	218	10	10	NUM
abrj-3	202	219	50	50	NUM
abrj-3	202	220	58	58	NUM
abrj-3	202	221	27	27	NUM
abrj-3	202	222	37	37	NUM
abrj-3	202	223	27	27	NUM
abrj-3	202	224	18	18	NUM
abrj-3	202	225	30.50	30.50	NUM
abrj-3	202	226	31	31	NUM
abrj-3	202	227	39	39	NUM
abrj-3	202	228	38	38	NUM
abrj-3	202	229	48	48	NUM
abrj-3	202	230	22	22	NUM
abrj-3	202	231	33	33	NUM
abrj-3	202	232	26	26	NUM
abrj-3	202	233	33.44	33.44	NUM
abrj-3	202	234	5	5	NUM
abrj-3	202	235	years	year	NOUN
abrj-3	202	236	26	26	NUM
abrj-3	202	237	24	24	NUM
abrj-3	202	238	52	52	NUM
abrj-3	202	239	62	62	NUM
abrj-3	202	240	28	28	NUM
abrj-3	202	241	38	38	NUM
abrj-3	202	242	32	32	NUM
abrj-3	202	243	23	23	NUM
abrj-3	202	244	35.63	35.63	NUM
abrj-3	202	245	34	34	NUM
abrj-3	202	246	42	42	NUM
abrj-3	202	247	40	40	NUM
abrj-3	202	248	51	51	NUM
abrj-3	202	249	24	24	NUM
abrj-3	202	250	36	36	NUM
abrj-3	202	251	34	34	NUM
abrj-3	202	252	37.08	37.08	NUM
abrj-3	202	253	6	6	NUM
abrj-3	202	254	years	year	NOUN
abrj-3	202	255	51	51	NUM
abrj-3	202	256	31	31	NUM
abrj-3	202	257	58	58	NUM
abrj-3	202	258	69	69	NUM
abrj-3	202	259	33	33	NUM
abrj-3	202	260	43	43	NUM
abrj-3	202	261	36	36	NUM
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abrj-3	202	263	43.50	43.50	NUM
abrj-3	202	264	38	38	NUM
abrj-3	202	265	48	48	NUM
abrj-3	202	266	45	45	NUM
abrj-3	202	267	56	56	NUM
abrj-3	202	268	27	27	NUM
abrj-3	202	269	40	40	NUM
abrj-3	202	270	38	38	NUM
abrj-3	202	271	41.94	41.94	NUM
abrj-3	202	272	var	var	NOUN
abrj-3	202	273	90	90	NUM
abrj-3	202	274	1	1	NUM
abrj-3	202	275	year	year	NOUN
abrj-3	202	276	11	11	NUM
abrj-3	202	277	8	8	NUM
abrj-3	202	278	21	21	NUM
abrj-3	202	279	17	17	NUM
abrj-3	202	280	20	20	NUM
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abrj-3	202	282	16	16	NUM
abrj-3	202	283	5	5	NUM
abrj-3	202	284	14.25	14.25	NUM
abrj-3	202	285	9	9	NUM
abrj-3	202	286	17	17	NUM
abrj-3	202	287	18	18	NUM
abrj-3	202	288	17	17	NUM
abrj-3	202	289	10	10	NUM
abrj-3	202	290	17	17	NUM
abrj-3	202	291	11	11	NUM
abrj-3	202	292	14.16	14.16	NUM
abrj-3	202	293	2	2	NUM
abrj-3	202	294	years	year	NOUN
abrj-3	202	295	25	25	NUM
abrj-3	202	296	10	10	NUM
abrj-3	202	297	48	48	NUM
abrj-3	202	298	54	54	NUM
abrj-3	202	299	44	44	NUM
abrj-3	202	300	45	45	NUM
abrj-3	202	301	44	44	NUM
abrj-3	202	302	10	10	NUM
abrj-3	202	303	35.00	35.00	NUM
abrj-3	202	304	29	29	NUM
abrj-3	202	305	43	43	NUM
abrj-3	202	306	46	46	NUM
abrj-3	202	307	48	48	NUM
abrj-3	202	308	32	32	NUM
abrj-3	202	309	43	43	NUM
abrj-3	202	310	34	34	NUM
abrj-3	202	311	38.75	38.75	NUM
abrj-3	202	312	3	3	NUM
abrj-3	202	313	years	year	NOUN
abrj-3	202	314	36	36	NUM
abrj-3	202	315	16	16	NUM
abrj-3	202	316	63	63	NUM
abrj-3	202	317	67	67	NUM
abrj-3	202	318	55	55	NUM
abrj-3	202	319	58	58	NUM
abrj-3	202	320	54	54	NUM
abrj-3	202	321	23	23	NUM
abrj-3	202	322	46.50	46.50	NUM
abrj-3	202	323	42	42	NUM
abrj-3	202	324	61	61	NUM
abrj-3	202	325	64	64	NUM
abrj-3	202	326	62	62	NUM
abrj-3	202	327	39	39	NUM
abrj-3	202	328	56	56	NUM
abrj-3	202	329	42	42	NUM
abrj-3	202	330	51.56	51.56	NUM
abrj-3	202	331	4	4	NUM
abrj-3	202	332	years	year	NOUN
abrj-3	202	333	37	37	NUM
abrj-3	202	334	17	17	NUM
abrj-3	202	335	87	87	NUM
abrj-3	202	336	87	87	NUM
abrj-3	202	337	60	60	NUM
abrj-3	202	338	73	73	NUM
abrj-3	202	339	57	57	NUM
abrj-3	202	340	37	37	NUM
abrj-3	202	341	56.88	56.88	NUM
abrj-3	202	342	62	62	NUM
abrj-3	202	343	80	80	NUM
abrj-3	202	344	79	79	NUM
abrj-3	202	345	85	85	NUM
abrj-3	202	346	48	48	NUM
abrj-3	202	347	65	65	NUM
abrj-3	202	348	47	47	NUM
abrj-3	202	349	65.36	65.36	NUM
abrj-3	202	350	5	5	NUM
abrj-3	202	351	years	year	NOUN
abrj-3	202	352	51	51	NUM
abrj-3	202	353	36	36	NUM
abrj-3	202	354	97	97	NUM
abrj-3	202	355	98	98	NUM
abrj-3	202	356	64	64	NUM
abrj-3	202	357	79	79	NUM
abrj-3	202	358	68	68	NUM
abrj-3	202	359	51	51	NUM
abrj-3	202	360	68.00	68.00	NUM
abrj-3	202	361	67	67	NUM
abrj-3	202	362	87	87	NUM
abrj-3	202	363	82	82	NUM
abrj-3	202	364	92	92	NUM
abrj-3	202	365	54	54	NUM
abrj-3	202	366	73	73	NUM
abrj-3	202	367	62	62	NUM
abrj-3	202	368	73.13	73.13	NUM
abrj-3	202	369	6	6	NUM
abrj-3	202	370	years	year	NOUN
abrj-3	202	371	86	86	NUM
abrj-3	202	372	50	50	NUM
abrj-3	202	373	107	107	NUM
abrj-3	202	374	111	111	NUM
abrj-3	202	375	78	78	NUM
abrj-3	202	376	86	86	NUM
abrj-3	202	377	79	79	NUM
abrj-3	202	378	55	55	NUM
abrj-3	202	379	81.50	81.50	NUM
abrj-3	202	380	71	71	NUM
abrj-3	202	381	95	95	NUM
abrj-3	202	382	91	91	NUM
abrj-3	202	383	100	100	NUM
abrj-3	202	384	62	62	NUM
abrj-3	202	385	83	83	NUM
abrj-3	202	386	71	71	NUM
abrj-3	202	387	81.81	81.81	NUM
abrj-3	202	388	panel	panel	NOUN
abrj-3	202	389	b	b	NOUN
abrj-3	202	390	:	:	PUNCT
abrj-3	202	391	number	number	NOUN
abrj-3	202	392	of	of	ADP
abrj-3	202	393	var	var	NOUN
abrj-3	202	394	violations	violation	NOUN
abrj-3	202	395	weekly	weekly	ADJ
abrj-3	202	396	series	series	NOUN
abrj-3	202	397	var	var	NOUN
abrj-3	202	398	level	level	NOUN
abrj-3	202	399	commodity	commodity	NOUN
abrj-3	202	400	/	/	SYM
abrj-3	202	401	portfolio	portfolio	NOUN
abrj-3	202	402	oil	oil	NOUN
abrj-3	202	403	gas	gas	NOUN
abrj-3	202	404	gold	gold	NOUN
abrj-3	202	405	silver	silver	NOUN
abrj-3	202	406	copper	copper	NOUN
abrj-3	202	407	corn	corn	NOUN
abrj-3	202	408	wheat	wheat	NOUN
abrj-3	202	409	soybean	soybean	PROPN
abrj-3	202	410	avg	avg	PROPN
abrj-3	202	411	p2	p2	PROPN
abrj-3	202	412	p3	p3	PROPN
abrj-3	202	413	p4	p4	ADJ
abrj-3	202	414	p5	p5	ADJ
abrj-3	202	415	p6	p6	ADJ
abrj-3	202	416	p7	p7	VERB
abrj-3	202	417	p8	p8	PROPN
abrj-3	202	418	avg	avg	NOUN
abrj-3	202	419	out	out	ADV
abrj-3	202	420	-	-	PUNCT
abrj-3	202	421	of	of	ADP
abrj-3	202	422	-	-	PUNCT
abrj-3	202	423	sample	sample	NOUN
abrj-3	202	424	period	period	NOUN
abrj-3	202	425	com	com	NOUN
abrj-3	202	426	p	p	NOUN
abrj-3	202	427	var	var	NOUN
abrj-3	202	428	99	99	NUM
abrj-3	202	429	1	1	NUM
abrj-3	202	430	year	year	NOUN
abrj-3	202	431	0	0	NUM
abrj-3	202	432	0	0	NUM
abrj-3	202	433	0	0	NUM
abrj-3	202	434	0	0	NUM
abrj-3	202	435	3	3	NUM
abrj-3	202	436	1	1	NUM
abrj-3	202	437	1	1	NUM
abrj-3	202	438	1	1	NUM
abrj-3	202	439	0.75	0.75	NUM
abrj-3	202	440	0	0	NUM
abrj-3	202	441	0	0	NUM
abrj-3	202	442	0	0	NUM
abrj-3	202	443	0	0	NUM
abrj-3	202	444	0	0	NUM
abrj-3	202	445	0	0	NUM
abrj-3	202	446	0	0	NUM
abrj-3	202	447	0.09	0.09	NUM
abrj-3	202	448	2	2	NUM
abrj-3	202	449	years	year	NOUN
abrj-3	202	450	1	1	NUM
abrj-3	202	451	0	0	NUM
abrj-3	202	452	1	1	NUM
abrj-3	202	453	2	2	NUM
abrj-3	202	454	5	5	NUM
abrj-3	202	455	2	2	NUM
abrj-3	202	456	1	1	NUM
abrj-3	202	457	1	1	NUM
abrj-3	202	458	1.63	1.63	NUM
abrj-3	202	459	1	1	NUM
abrj-3	202	460	1	1	NUM
abrj-3	202	461	2	2	NUM
abrj-3	202	462	1	1	NUM
abrj-3	202	463	1	1	NUM
abrj-3	202	464	2	2	NUM
abrj-3	202	465	2	2	NUM
abrj-3	202	466	1.45	1.45	NUM
abrj-3	202	467	3	3	NUM
abrj-3	202	468	years	year	NOUN
abrj-3	202	469	1	1	NUM
abrj-3	202	470	0	0	NUM
abrj-3	202	471	1	1	NUM
abrj-3	202	472	2	2	NUM
abrj-3	202	473	5	5	NUM
abrj-3	202	474	2	2	NUM
abrj-3	202	475	1	1	NUM
abrj-3	202	476	1	1	NUM
abrj-3	202	477	1.63	1.63	NUM
abrj-3	202	478	1	1	NUM
abrj-3	202	479	1	1	NUM
abrj-3	202	480	2	2	NUM
abrj-3	202	481	1	1	NUM
abrj-3	202	482	1	1	NUM
abrj-3	202	483	2	2	NUM
abrj-3	202	484	2	2	NUM
abrj-3	202	485	1.45	1.45	NUM
abrj-3	202	486	4	4	NUM
abrj-3	202	487	years	year	NOUN
abrj-3	202	488	1	1	NUM
abrj-3	202	489	0	0	NUM
abrj-3	202	490	3	3	NUM
abrj-3	202	491	3	3	NUM
abrj-3	202	492	5	5	NUM
abrj-3	202	493	5	5	NUM
abrj-3	202	494	1	1	NUM
abrj-3	202	495	1	1	NUM
abrj-3	202	496	2.38	2.38	NUM
abrj-3	202	497	2	2	NUM
abrj-3	202	498	1	1	NUM
abrj-3	202	499	3	3	NUM
abrj-3	202	500	1	1	NUM
abrj-3	202	501	1	1	NUM
abrj-3	202	502	2	2	NUM
abrj-3	202	503	2	2	NUM
abrj-3	202	504	1.80	1.80	NUM
abrj-3	202	505	5	5	NUM
abrj-3	202	506	years	year	NOUN
abrj-3	202	507	1	1	NUM
abrj-3	202	508	2	2	NUM
abrj-3	202	509	3	3	NUM
abrj-3	202	510	3	3	NUM
abrj-3	202	511	5	5	NUM
abrj-3	202	512	5	5	NUM
abrj-3	202	513	2	2	NUM
abrj-3	202	514	1	1	NUM
abrj-3	202	515	2.75	2.75	NUM
abrj-3	202	516	2	2	NUM
abrj-3	202	517	1	1	NUM
abrj-3	202	518	3	3	NUM
abrj-3	202	519	1	1	NUM
abrj-3	202	520	1	1	NUM
abrj-3	202	521	2	2	NUM
abrj-3	202	522	2	2	NUM
abrj-3	202	523	1.84	1.84	NUM
abrj-3	202	524	6	6	NUM
abrj-3	202	525	years	year	NOUN
abrj-3	202	526	2	2	NUM
abrj-3	202	527	2	2	NUM
abrj-3	202	528	3	3	NUM
abrj-3	202	529	3	3	NUM
abrj-3	202	530	5	5	NUM
abrj-3	202	531	5	5	NUM
abrj-3	202	532	2	2	NUM
abrj-3	202	533	3	3	NUM
abrj-3	202	534	3.13	3.13	NUM
abrj-3	202	535	4	4	NUM
abrj-3	202	536	3	3	NUM
abrj-3	202	537	5	5	NUM
abrj-3	202	538	3	3	NUM
abrj-3	202	539	3	3	NUM
abrj-3	202	540	4	4	NUM
abrj-3	202	541	3	3	NUM
abrj-3	202	542	3.52	3.52	NUM
abrj-3	202	543	var	var	NOUN
abrj-3	202	544	95	95	NUM
abrj-3	202	545	1	1	NUM
abrj-3	202	546	year	year	NOUN
abrj-3	202	547	1	1	NUM
abrj-3	202	548	0	0	NUM
abrj-3	202	549	0	0	NUM
abrj-3	202	550	2	2	NUM
abrj-3	202	551	3	3	NUM
abrj-3	202	552	1	1	NUM
abrj-3	202	553	2	2	NUM
abrj-3	202	554	2	2	NUM
abrj-3	202	555	1.38	1.38	NUM
abrj-3	202	556	1	1	NUM
abrj-3	202	557	3	3	NUM
abrj-3	202	558	2	2	NUM
abrj-3	202	559	0	0	NUM
abrj-3	202	560	2	2	NUM
abrj-3	202	561	1	1	NUM
abrj-3	202	562	1	1	NUM
abrj-3	202	563	1.42	1.42	NUM
abrj-3	202	564	2	2	NUM
abrj-3	202	565	years	year	NOUN
abrj-3	202	566	3	3	NUM
abrj-3	202	567	0	0	NUM
abrj-3	202	568	3	3	NUM
abrj-3	202	569	6	6	NUM
abrj-3	202	570	6	6	NUM
abrj-3	202	571	6	6	NUM
abrj-3	202	572	4	4	NUM
abrj-3	202	573	3	3	NUM
abrj-3	202	574	3.88	3.88	NUM
abrj-3	202	575	3	3	NUM
abrj-3	202	576	6	6	NUM
abrj-3	202	577	6	6	NUM
abrj-3	202	578	4	4	NUM
abrj-3	202	579	7	7	NUM
abrj-3	202	580	6	6	NUM
abrj-3	202	581	6	6	NUM
abrj-3	202	582	5.23	5.23	NUM
abrj-3	202	583	3	3	NUM
abrj-3	202	584	years	year	NOUN
abrj-3	202	585	3	3	NUM
abrj-3	202	586	0	0	NUM
abrj-3	202	587	4	4	NUM
abrj-3	202	588	6	6	NUM
abrj-3	202	589	6	6	NUM
abrj-3	202	590	8	8	NUM
abrj-3	202	591	4	4	NUM
abrj-3	202	592	4	4	NUM
abrj-3	202	593	4.38	4.38	NUM
abrj-3	202	594	4	4	NUM
abrj-3	202	595	8	8	NUM
abrj-3	202	596	7	7	NUM
abrj-3	202	597	4	4	NUM
abrj-3	202	598	7	7	NUM
abrj-3	202	599	6	6	NUM
abrj-3	202	600	6	6	NUM
abrj-3	202	601	5.80	5.80	NUM
abrj-3	202	602	4	4	NUM
abrj-3	202	603	years	year	NOUN
abrj-3	202	604	3	3	NUM
abrj-3	202	605	0	0	NUM
abrj-3	202	606	8	8	NUM
abrj-3	202	607	8	8	NUM
abrj-3	202	608	6	6	NUM
abrj-3	202	609	12	12	NUM
abrj-3	202	610	5	5	NUM
abrj-3	202	611	5	5	NUM
abrj-3	202	612	5.88	5.88	NUM
abrj-3	202	613	6	6	NUM
abrj-3	202	614	10	10	NUM
abrj-3	202	615	10	10	NUM
abrj-3	202	616	7	7	NUM
abrj-3	202	617	9	9	NUM
abrj-3	202	618	7	7	NUM
abrj-3	202	619	6	6	NUM
abrj-3	202	620	7.61	7.61	NUM
abrj-3	202	621	5	5	NUM
abrj-3	202	622	years	year	NOUN
abrj-3	202	623	6	6	NUM
abrj-3	202	624	3	3	NUM
abrj-3	202	625	9	9	NUM
abrj-3	202	626	9	9	NUM
abrj-3	202	627	6	6	NUM
abrj-3	202	628	13	13	NUM
abrj-3	202	629	9	9	NUM
abrj-3	202	630	7	7	NUM
abrj-3	202	631	7.75	7.75	NUM
abrj-3	202	632	7	7	NUM
abrj-3	202	633	10	10	NUM
abrj-3	202	634	10	10	NUM
abrj-3	202	635	7	7	NUM
abrj-3	202	636	10	10	NUM
abrj-3	202	637	7	7	NUM
abrj-3	202	638	7	7	NUM
abrj-3	202	639	8.22	8.22	NUM
abrj-3	202	640	6	6	NUM
abrj-3	202	641	years	year	NOUN
abrj-3	202	642	9	9	NUM
abrj-3	202	643	4	4	NUM
abrj-3	202	644	9	9	NUM
abrj-3	202	645	9	9	NUM
abrj-3	202	646	7	7	NUM
abrj-3	202	647	14	14	NUM
abrj-3	202	648	10	10	NUM
abrj-3	202	649	10	10	NUM
abrj-3	202	650	9.00	9.00	NUM
abrj-3	202	651	10	10	NUM
abrj-3	202	652	13	13	NUM
abrj-3	202	653	13	13	NUM
abrj-3	202	654	9	9	NUM
abrj-3	202	655	14	14	NUM
abrj-3	202	656	11	11	NUM
abrj-3	202	657	10	10	NUM
abrj-3	202	658	11.13	11.13	NUM
abrj-3	202	659	var	var	NOUN
abrj-3	202	660	90	90	NUM
abrj-3	202	661	1	1	NUM
abrj-3	202	662	year	year	NOUN
abrj-3	202	663	4	4	NUM
abrj-3	202	664	0	0	NUM
abrj-3	202	665	1	1	NUM
abrj-3	202	666	3	3	NUM
abrj-3	202	667	6	6	NUM
abrj-3	202	668	6	6	NUM
abrj-3	202	669	2	2	NUM
abrj-3	202	670	3	3	NUM
abrj-3	202	671	3.13	3.13	NUM
abrj-3	202	672	3	3	NUM
abrj-3	202	673	4	4	NUM
abrj-3	202	674	5	5	NUM
abrj-3	202	675	2	2	NUM
abrj-3	202	676	4	4	NUM
abrj-3	202	677	3	3	NUM
abrj-3	202	678	2	2	NUM
abrj-3	202	679	3.27	3.27	NUM
abrj-3	202	680	2	2	NUM
abrj-3	202	681	years	year	NOUN
abrj-3	202	682	7	7	NUM
abrj-3	202	683	0	0	NUM
abrj-3	202	684	8	8	NUM
abrj-3	202	685	11	11	NUM
abrj-3	202	686	10	10	NUM
abrj-3	202	687	13	13	NUM
abrj-3	202	688	5	5	NUM
abrj-3	202	689	4	4	NUM
abrj-3	202	690	7.25	7.25	NUM
abrj-3	202	691	6	6	NUM
abrj-3	202	692	8	8	NUM
abrj-3	202	693	9	9	NUM
abrj-3	202	694	6	6	NUM
abrj-3	202	695	11	11	NUM
abrj-3	202	696	11	11	NUM
abrj-3	202	697	8	8	NUM
abrj-3	202	698	8.28	8.28	NUM
abrj-3	202	699	3	3	NUM
abrj-3	202	700	years	year	NOUN
abrj-3	202	701	8	8	NUM
abrj-3	202	702	2	2	NUM
abrj-3	202	703	10	10	NUM
abrj-3	202	704	12	12	NUM
abrj-3	202	705	10	10	NUM
abrj-3	202	706	15	15	NUM
abrj-3	202	707	5	5	NUM
abrj-3	202	708	6	6	NUM
abrj-3	202	709	8.50	8.50	NUM
abrj-3	202	710	8	8	NUM
abrj-3	202	711	10	10	NUM
abrj-3	202	712	11	11	NUM
abrj-3	202	713	8	8	NUM
abrj-3	202	714	13	13	NUM
abrj-3	202	715	12	12	NUM
abrj-3	202	716	9	9	NUM
abrj-3	202	717	9.94	9.94	NUM
abrj-3	202	718	4	4	NUM
abrj-3	202	719	years	year	NOUN
abrj-3	202	720	8	8	NUM
abrj-3	202	721	2	2	NUM
abrj-3	202	722	14	14	NUM
abrj-3	202	723	15	15	NUM
abrj-3	202	724	11	11	NUM
abrj-3	202	725	20	20	NUM
abrj-3	202	726	7	7	NUM
abrj-3	202	727	10	10	NUM
abrj-3	202	728	10.88	10.88	NUM
abrj-3	202	729	15	15	NUM
abrj-3	202	730	12	12	NUM
abrj-3	202	731	16	16	NUM
abrj-3	202	732	12	12	NUM
abrj-3	202	733	18	18	NUM
abrj-3	202	734	16	16	NUM
abrj-3	202	735	12	12	NUM
abrj-3	202	736	13.98	13.98	NUM
abrj-3	202	737	asian	asian	ADJ
abrj-3	202	738	business	business	NOUN
abrj-3	202	739	research	research	NOUN
abrj-3	202	740	journal	journal	NOUN
abrj-3	202	741	,	,	PUNCT
abrj-3	202	742	2019	2019	NUM
abrj-3	202	743	,	,	PUNCT
abrj-3	202	744	4	4	NUM
abrj-3	202	745	:	:	SYM
abrj-3	202	746	17	17	NUM
abrj-3	202	747	-	-	SYM
abrj-3	202	748	28	28	NUM
abrj-3	202	749	25	25	NUM
abrj-3	202	750	©	©	PROPN
abrj-3	202	751	2019	2019	NUM
abrj-3	202	752	by	by	ADP
abrj-3	202	753	the	the	DET
abrj-3	202	754	authors	author	NOUN
abrj-3	202	755	;	;	PUNCT
abrj-3	202	756	licensee	licensee	NOUN
abrj-3	202	757	eastern	eastern	ADJ
abrj-3	202	758	centre	centre	NOUN
abrj-3	202	759	of	of	ADP
abrj-3	202	760	science	science	NOUN
abrj-3	202	761	and	and	CCONJ
abrj-3	202	762	education	education	NOUN
abrj-3	202	763	,	,	PUNCT
abrj-3	202	764	usa	usa	PROPN
abrj-3	202	765	5	5	NUM
abrj-3	202	766	years	year	NOUN
abrj-3	202	767	12	12	NUM
abrj-3	202	768	7	7	NUM
abrj-3	202	769	17	17	NUM
abrj-3	202	770	17	17	NUM
abrj-3	202	771	11	11	NUM
abrj-3	202	772	22	22	NUM
abrj-3	202	773	12	12	NUM
abrj-3	202	774	14	14	NUM
abrj-3	202	775	14.00	14.00	NUM
abrj-3	202	776	17	17	NUM
abrj-3	202	777	12	12	NUM
abrj-3	202	778	17	17	NUM
abrj-3	202	779	12	12	NUM
abrj-3	202	780	21	21	NUM
abrj-3	202	781	19	19	NUM
abrj-3	202	782	15	15	NUM
abrj-3	202	783	15.88	15.88	NUM
abrj-3	202	784	6	6	NUM
abrj-3	202	785	years	year	NOUN
abrj-3	202	786	19	19	NUM
abrj-3	202	787	13	13	NUM
abrj-3	202	788	19	19	NUM
abrj-3	202	789	17	17	NUM
abrj-3	202	790	15	15	NUM
abrj-3	202	791	25	25	NUM
abrj-3	202	792	16	16	NUM
abrj-3	202	793	17	17	NUM
abrj-3	202	794	17.63	17.63	NUM
abrj-3	202	795	20	20	NUM
abrj-3	202	796	15	15	NUM
abrj-3	202	797	22	22	NUM
abrj-3	202	798	15	15	NUM
abrj-3	202	799	26	26	NUM
abrj-3	202	800	24	24	NUM
abrj-3	202	801	20	20	NUM
abrj-3	202	802	19.95	19.95	NUM
abrj-3	202	803	panel	panel	NOUN
abrj-3	202	804	c	c	NOUN
abrj-3	202	805	:	:	PUNCT
abrj-3	202	806	number	number	NOUN
abrj-3	202	807	of	of	ADP
abrj-3	202	808	var	var	NOUN
abrj-3	202	809	violations	violation	NOUN
abrj-3	202	810	monthly	monthly	ADJ
abrj-3	202	811	series	series	NOUN
abrj-3	202	812	var	var	NOUN
abrj-3	202	813	level	level	NOUN
abrj-3	202	814	commodity	commodity	NOUN
abrj-3	202	815	/	/	SYM
abrj-3	202	816	portfolio	portfolio	NOUN
abrj-3	202	817	oil	oil	NOUN
abrj-3	202	818	gas	gas	NOUN
abrj-3	202	819	gold	gold	NOUN
abrj-3	202	820	silver	silver	NOUN
abrj-3	202	821	copper	copper	NOUN
abrj-3	202	822	corn	corn	NOUN
abrj-3	202	823	wheat	wheat	NOUN
abrj-3	202	824	soybean	soybean	PROPN
abrj-3	202	825	avg	avg	PROPN
abrj-3	202	826	p2	p2	PROPN
abrj-3	202	827	p3	p3	PROPN
abrj-3	202	828	p4	p4	ADJ
abrj-3	202	829	p5	p5	ADJ
abrj-3	202	830	p6	p6	ADJ
abrj-3	202	831	p7	p7	VERB
abrj-3	202	832	p8	p8	PROPN
abrj-3	202	833	avg	avg	NOUN
abrj-3	202	834	out	out	ADV
abrj-3	202	835	-	-	PUNCT
abrj-3	202	836	of	of	ADP
abrj-3	202	837	-	-	PUNCT
abrj-3	202	838	sample	sample	NOUN
abrj-3	202	839	period	period	NOUN
abrj-3	202	840	com	com	NOUN
abrj-3	202	841	p	p	NOUN
abrj-3	202	842	var	var	NOUN
abrj-3	202	843	99	99	NUM
abrj-3	202	844	1	1	NUM
abrj-3	202	845	year	year	NOUN
abrj-3	202	846	0	0	NUM
abrj-3	202	847	0	0	NUM
abrj-3	202	848	0	0	NUM
abrj-3	202	849	0	0	NUM
abrj-3	202	850	0	0	NUM
abrj-3	202	851	0	0	NUM
abrj-3	202	852	0	0	NUM
abrj-3	202	853	0	0	NUM
abrj-3	202	854	0.00	0.00	NUM
abrj-3	202	855	0	0	NUM
abrj-3	202	856	0	0	NUM
abrj-3	202	857	0	0	NUM
abrj-3	202	858	0	0	NUM
abrj-3	202	859	0	0	NUM
abrj-3	202	860	0	0	NUM
abrj-3	202	861	0	0	NUM
abrj-3	202	862	0.00	0.00	NUM
abrj-3	202	863	2	2	NUM
abrj-3	202	864	years	year	NOUN
abrj-3	202	865	0	0	NUM
abrj-3	202	866	0	0	NUM
abrj-3	202	867	0	0	NUM
abrj-3	202	868	1	1	NUM
abrj-3	202	869	1	1	NUM
abrj-3	202	870	1	1	NUM
abrj-3	202	871	0	0	NUM
abrj-3	202	872	0	0	NUM
abrj-3	202	873	0.38	0.38	NUM
abrj-3	202	874	0	0	NUM
abrj-3	202	875	1	1	NUM
abrj-3	202	876	1	1	NUM
abrj-3	202	877	1	1	NUM
abrj-3	202	878	1	1	NUM
abrj-3	202	879	1	1	NUM
abrj-3	202	880	1	1	NUM
abrj-3	202	881	0.80	0.80	NUM
abrj-3	202	882	3	3	NUM
abrj-3	202	883	years	year	NOUN
abrj-3	202	884	1	1	NUM
abrj-3	202	885	0	0	NUM
abrj-3	202	886	0	0	NUM
abrj-3	202	887	1	1	NUM
abrj-3	202	888	1	1	NUM
abrj-3	202	889	1	1	NUM
abrj-3	202	890	0	0	NUM
abrj-3	202	891	0	0	NUM
abrj-3	202	892	0.50	0.50	NUM
abrj-3	202	893	0	0	NUM
abrj-3	202	894	1	1	NUM
abrj-3	202	895	1	1	NUM
abrj-3	202	896	1	1	NUM
abrj-3	202	897	1	1	NUM
abrj-3	202	898	1	1	NUM
abrj-3	202	899	1	1	NUM
abrj-3	202	900	0.81	0.81	NUM
abrj-3	202	901	4	4	NUM
abrj-3	202	902	years	year	NOUN
abrj-3	202	903	1	1	NUM
abrj-3	202	904	0	0	NUM
abrj-3	202	905	0	0	NUM
abrj-3	202	906	1	1	NUM
abrj-3	202	907	1	1	NUM
abrj-3	202	908	2	2	NUM
abrj-3	202	909	0	0	NUM
abrj-3	202	910	0	0	NUM
abrj-3	202	911	0.63	0.63	NUM
abrj-3	202	912	0	0	NUM
abrj-3	202	913	1	1	NUM
abrj-3	202	914	2	2	NUM
abrj-3	202	915	1	1	NUM
abrj-3	202	916	1	1	NUM
abrj-3	202	917	1	1	NUM
abrj-3	202	918	1	1	NUM
abrj-3	202	919	0.95	0.95	NUM
abrj-3	202	920	5	5	NUM
abrj-3	202	921	years	year	NOUN
abrj-3	202	922	1	1	NUM
abrj-3	202	923	1	1	NUM
abrj-3	202	924	0	0	NUM
abrj-3	202	925	1	1	NUM
abrj-3	202	926	1	1	NUM
abrj-3	202	927	3	3	NUM
abrj-3	202	928	1	1	NUM
abrj-3	202	929	0	0	NUM
abrj-3	202	930	1.00	1.00	NUM
abrj-3	202	931	0	0	NUM
abrj-3	202	932	1	1	NUM
abrj-3	202	933	2	2	NUM
abrj-3	202	934	1	1	NUM
abrj-3	202	935	1	1	NUM
abrj-3	202	936	2	2	NUM
abrj-3	202	937	1	1	NUM
abrj-3	202	938	1.13	1.13	NUM
abrj-3	202	939	6	6	NUM
abrj-3	202	940	years	year	NOUN
abrj-3	202	941	3	3	NUM
abrj-3	202	942	1	1	NUM
abrj-3	202	943	0	0	NUM
abrj-3	202	944	1	1	NUM
abrj-3	202	945	1	1	NUM
abrj-3	202	946	3	3	NUM
abrj-3	202	947	1	1	NUM
abrj-3	202	948	0	0	NUM
abrj-3	202	949	1.25	1.25	NUM
abrj-3	202	950	0	0	NUM
abrj-3	202	951	1	1	NUM
abrj-3	202	952	2	2	NUM
abrj-3	202	953	1	1	NUM
abrj-3	202	954	1	1	NUM
abrj-3	202	955	2	2	NUM
abrj-3	202	956	1	1	NUM
abrj-3	202	957	1.16	1.16	NUM
abrj-3	202	958	var	var	NOUN
abrj-3	202	959	95	95	NUM
abrj-3	202	960	1	1	NUM
abrj-3	202	961	year	year	NOUN
abrj-3	202	962	1	1	NUM
abrj-3	202	963	0	0	NUM
abrj-3	202	964	0	0	NUM
abrj-3	202	965	0	0	NUM
abrj-3	202	966	0	0	NUM
abrj-3	202	967	0	0	NUM
abrj-3	202	968	0	0	NUM
abrj-3	202	969	0	0	NUM
abrj-3	202	970	0.13	0.13	NUM
abrj-3	202	971	0	0	NUM
abrj-3	202	972	0	0	NUM
abrj-3	202	973	0	0	NUM
abrj-3	202	974	0	0	NUM
abrj-3	202	975	0	0	NUM
abrj-3	202	976	0	0	NUM
abrj-3	202	977	0	0	NUM
abrj-3	202	978	0.02	0.02	NUM
abrj-3	202	979	2	2	NUM
abrj-3	202	980	years	year	NOUN
abrj-3	202	981	1	1	NUM
abrj-3	202	982	0	0	NUM
abrj-3	202	983	1	1	NUM
abrj-3	202	984	2	2	NUM
abrj-3	202	985	1	1	NUM
abrj-3	202	986	2	2	NUM
abrj-3	202	987	2	2	NUM
abrj-3	202	988	0	0	NUM
abrj-3	202	989	1.13	1.13	NUM
abrj-3	202	990	1	1	NUM
abrj-3	202	991	1	1	NUM
abrj-3	202	992	1	1	NUM
abrj-3	202	993	1	1	NUM
abrj-3	202	994	1	1	NUM
abrj-3	202	995	1	1	NUM
abrj-3	202	996	1	1	NUM
abrj-3	202	997	1.02	1.02	NUM
abrj-3	202	998	3	3	NUM
abrj-3	202	999	years	year	NOUN
abrj-3	202	1000	2	2	NUM
abrj-3	202	1001	0	0	NUM
abrj-3	202	1002	2	2	NUM
abrj-3	202	1003	2	2	NUM
abrj-3	202	1004	1	1	NUM
abrj-3	202	1005	2	2	NUM
abrj-3	202	1006	2	2	NUM
abrj-3	202	1007	1	1	NUM
abrj-3	202	1008	1.50	1.50	NUM
abrj-3	202	1009	1	1	NUM
abrj-3	202	1010	1	1	NUM
abrj-3	202	1011	1	1	NUM
abrj-3	202	1012	1	1	NUM
abrj-3	202	1013	2	2	NUM
abrj-3	202	1014	2	2	NUM
abrj-3	202	1015	1	1	NUM
abrj-3	202	1016	1.31	1.31	NUM
abrj-3	202	1017	4	4	NUM
abrj-3	202	1018	years	year	NOUN
abrj-3	202	1019	2	2	NUM
abrj-3	202	1020	0	0	NUM
abrj-3	202	1021	4	4	NUM
abrj-3	202	1022	3	3	NUM
abrj-3	202	1023	1	1	NUM
abrj-3	202	1024	3	3	NUM
abrj-3	202	1025	2	2	NUM
abrj-3	202	1026	1	1	NUM
abrj-3	202	1027	2.00	2.00	NUM
abrj-3	202	1028	3	3	NUM
abrj-3	202	1029	1	1	NUM
abrj-3	202	1030	2	2	NUM
abrj-3	202	1031	2	2	NUM
abrj-3	202	1032	3	3	NUM
abrj-3	202	1033	2	2	NUM
abrj-3	202	1034	1	1	NUM
abrj-3	202	1035	2.00	2.00	NUM
abrj-3	202	1036	5	5	NUM
abrj-3	202	1037	years	year	NOUN
abrj-3	202	1038	2	2	NUM
abrj-3	202	1039	1	1	NUM
abrj-3	202	1040	4	4	NUM
abrj-3	202	1041	3	3	NUM
abrj-3	202	1042	1	1	NUM
abrj-3	202	1043	4	4	NUM
abrj-3	202	1044	3	3	NUM
abrj-3	202	1045	1	1	NUM
abrj-3	202	1046	2.38	2.38	NUM
abrj-3	202	1047	4	4	NUM
abrj-3	202	1048	1	1	NUM
abrj-3	202	1049	3	3	NUM
abrj-3	202	1050	3	3	NUM
abrj-3	202	1051	4	4	NUM
abrj-3	202	1052	3	3	NUM
abrj-3	202	1053	2	2	NUM
abrj-3	202	1054	2.80	2.80	NUM
abrj-3	202	1055	6	6	NUM
abrj-3	202	1056	years	year	NOUN
abrj-3	202	1057	4	4	NUM
abrj-3	202	1058	1	1	NUM
abrj-3	202	1059	4	4	NUM
abrj-3	202	1060	3	3	NUM
abrj-3	202	1061	1	1	NUM
abrj-3	202	1062	4	4	NUM
abrj-3	202	1063	3	3	NUM
abrj-3	202	1064	1	1	NUM
abrj-3	202	1065	2.63	2.63	NUM
abrj-3	202	1066	4	4	NUM
abrj-3	202	1067	2	2	NUM
abrj-3	202	1068	4	4	NUM
abrj-3	202	1069	3	3	NUM
abrj-3	202	1070	5	5	NUM
abrj-3	202	1071	4	4	NUM
abrj-3	202	1072	3	3	NUM
abrj-3	202	1073	3.45	3.45	NUM
abrj-3	202	1074	var	var	NOUN
abrj-3	202	1075	90	90	NUM
abrj-3	202	1076	1	1	NUM
abrj-3	202	1077	year	year	NOUN
abrj-3	202	1078	1	1	NUM
abrj-3	202	1079	0	0	NUM
abrj-3	202	1080	1	1	NUM
abrj-3	202	1081	1	1	NUM
abrj-3	202	1082	0	0	NUM
abrj-3	202	1083	1	1	NUM
abrj-3	202	1084	0	0	NUM
abrj-3	202	1085	0	0	NUM
abrj-3	202	1086	0.50	0.50	NUM
abrj-3	202	1087	0	0	NUM
abrj-3	202	1088	0	0	NUM
abrj-3	202	1089	1	1	NUM
abrj-3	202	1090	0	0	NUM
abrj-3	202	1091	0	0	NUM
abrj-3	202	1092	0	0	NUM
abrj-3	202	1093	0	0	NUM
abrj-3	202	1094	0.19	0.19	NUM
abrj-3	202	1095	2	2	NUM
abrj-3	202	1096	years	year	NOUN
abrj-3	202	1097	2	2	NUM
abrj-3	202	1098	0	0	NUM
abrj-3	202	1099	3	3	NUM
abrj-3	202	1100	3	3	NUM
abrj-3	202	1101	1	1	NUM
abrj-3	202	1102	3	3	NUM
abrj-3	202	1103	2	2	NUM
abrj-3	202	1104	0	0	NUM
abrj-3	202	1105	1.75	1.75	NUM
abrj-3	202	1106	1	1	NUM
abrj-3	202	1107	1	1	NUM
abrj-3	202	1108	2	2	NUM
abrj-3	202	1109	2	2	NUM
abrj-3	202	1110	1	1	NUM
abrj-3	202	1111	2	2	NUM
abrj-3	202	1112	2	2	NUM
abrj-3	202	1113	1.59	1.59	NUM
abrj-3	202	1114	3	3	NUM
abrj-3	202	1115	years	year	NOUN
abrj-3	202	1116	3	3	NUM
abrj-3	202	1117	2	2	NUM
abrj-3	202	1118	4	4	NUM
abrj-3	202	1119	4	4	NUM
abrj-3	202	1120	2	2	NUM
abrj-3	202	1121	3	3	NUM
abrj-3	202	1122	2	2	NUM
abrj-3	202	1123	1	1	NUM
abrj-3	202	1124	2.63	2.63	NUM
abrj-3	202	1125	1	1	NUM
abrj-3	202	1126	1	1	NUM
abrj-3	202	1127	3	3	NUM
abrj-3	202	1128	3	3	NUM
abrj-3	202	1129	2	2	NUM
abrj-3	202	1130	3	3	NUM
abrj-3	202	1131	3	3	NUM
abrj-3	202	1132	2.33	2.33	NUM
abrj-3	202	1133	4	4	NUM
abrj-3	202	1134	years	year	NOUN
abrj-3	202	1135	3	3	NUM
abrj-3	202	1136	2	2	NUM
abrj-3	202	1137	7	7	NUM
abrj-3	202	1138	6	6	NUM
abrj-3	202	1139	2	2	NUM
abrj-3	202	1140	4	4	NUM
abrj-3	202	1141	2	2	NUM
abrj-3	202	1142	2	2	NUM
abrj-3	202	1143	3.50	3.50	NUM
abrj-3	202	1144	3	3	NUM
abrj-3	202	1145	2	2	NUM
abrj-3	202	1146	4	4	NUM
abrj-3	202	1147	5	5	NUM
abrj-3	202	1148	3	3	NUM
abrj-3	202	1149	4	4	NUM
abrj-3	202	1150	4	4	NUM
abrj-3	202	1151	3.56	3.56	NUM
abrj-3	202	1152	5	5	NUM
abrj-3	202	1153	years	year	NOUN
abrj-3	202	1154	5	5	NUM
abrj-3	202	1155	3	3	NUM
abrj-3	202	1156	7	7	NUM
abrj-3	202	1157	6	6	NUM
abrj-3	202	1158	2	2	NUM
abrj-3	202	1159	6	6	NUM
abrj-3	202	1160	4	4	NUM
abrj-3	202	1161	4	4	NUM
abrj-3	202	1162	4.63	4.63	NUM
abrj-3	202	1163	4	4	NUM
abrj-3	202	1164	3	3	NUM
abrj-3	202	1165	5	5	NUM
abrj-3	202	1166	6	6	NUM
abrj-3	202	1167	4	4	NUM
abrj-3	202	1168	5	5	NUM
abrj-3	202	1169	6	6	NUM
abrj-3	202	1170	4.70	4.70	NUM
abrj-3	202	1171	6	6	NUM
abrj-3	202	1172	years	year	NOUN
abrj-3	202	1173	8	8	NUM
abrj-3	202	1174	4	4	NUM
abrj-3	202	1175	7	7	NUM
abrj-3	202	1176	6	6	NUM
abrj-3	202	1177	3	3	NUM
abrj-3	202	1178	6	6	NUM
abrj-3	202	1179	6	6	NUM
abrj-3	202	1180	4	4	NUM
abrj-3	202	1181	5.50	5.50	NUM
abrj-3	202	1182	5	5	NUM
abrj-3	202	1183	5	5	NUM
abrj-3	202	1184	6	6	NUM
abrj-3	202	1185	7	7	NUM
abrj-3	202	1186	5	5	NUM
abrj-3	202	1187	6	6	NUM
abrj-3	202	1188	7	7	NUM
abrj-3	202	1189	5.81	5.81	NUM
abrj-3	202	1190	asian	asian	ADJ
abrj-3	202	1191	business	business	NOUN
abrj-3	202	1192	research	research	NOUN
abrj-3	202	1193	journal	journal	NOUN
abrj-3	202	1194	,	,	PUNCT
abrj-3	202	1195	2019	2019	NUM
abrj-3	202	1196	,	,	PUNCT
abrj-3	202	1197	4	4	NUM
abrj-3	202	1198	:	:	SYM
abrj-3	202	1199	17	17	NUM
abrj-3	202	1200	-	-	SYM
abrj-3	202	1201	28	28	NUM
abrj-3	202	1202	26	26	NUM
abrj-3	202	1203	©	©	PROPN
abrj-3	202	1204	2019	2019	NUM
abrj-3	202	1205	by	by	ADP
abrj-3	202	1206	the	the	DET
abrj-3	202	1207	authors	author	NOUN
abrj-3	202	1208	;	;	PUNCT
abrj-3	202	1209	licensee	licensee	NOUN
abrj-3	202	1210	eastern	eastern	ADJ
abrj-3	202	1211	centre	centre	NOUN
abrj-3	202	1212	of	of	ADP
abrj-3	202	1213	science	science	NOUN
abrj-3	202	1214	and	and	CCONJ
abrj-3	202	1215	education	education	NOUN
abrj-3	202	1216	,	,	PUNCT
abrj-3	202	1217	usa	usa	PROPN
abrj-3	202	1218	table-7	table-7	NUM
abrj-3	202	1219	.	.	PUNCT
abrj-3	203	1	the	the	DET
abrj-3	203	2	reported	report	VERB
abrj-3	203	3	numbers	number	NOUN
abrj-3	203	4	of	of	ADP
abrj-3	203	5	returns	return	NOUN
abrj-3	203	6	that	that	PRON
abrj-3	203	7	are	be	AUX
abrj-3	203	8	lower	low	ADJ
abrj-3	203	9	than	than	ADP
abrj-3	203	10	es	es	NOUN
abrj-3	203	11	of	of	ADP
abrj-3	203	12	eight	eight	NUM
abrj-3	203	13	financialized	financialize	VERB
abrj-3	203	14	commodities	commodity	NOUN
abrj-3	203	15	and	and	CCONJ
abrj-3	203	16	seven	seven	NUM
abrj-3	203	17	combination	combination	NOUN
abrj-3	203	18	portfolios	portfolio	NOUN
abrj-3	203	19	at	at	ADP
abrj-3	203	20	different	different	ADJ
abrj-3	203	21	var	var	NOUN
abrj-3	203	22	levels	level	NOUN
abrj-3	203	23	(	(	PUNCT
abrj-3	203	24	99	99	NUM
abrj-3	203	25	percent	percent	NOUN
abrj-3	203	26	,	,	PUNCT
abrj-3	203	27	95	95	NUM
abrj-3	203	28	percent	percent	NOUN
abrj-3	203	29	and	and	CCONJ
abrj-3	203	30	90	90	NUM
abrj-3	203	31	percent	percent	NOUN
abrj-3	203	32	)	)	PUNCT
abrj-3	203	33	and	and	CCONJ
abrj-3	203	34	at	at	ADP
abrj-3	203	35	different	different	ADJ
abrj-3	203	36	out	out	ADJ
abrj-3	203	37	-	-	PUNCT
abrj-3	203	38	ofsample	ofsample	ADJ
abrj-3	203	39	periods	period	NOUN
abrj-3	203	40	(	(	PUNCT
abrj-3	203	41	1	1	NUM
abrj-3	203	42	year	year	NOUN
abrj-3	203	43	,	,	PUNCT
abrj-3	203	44	2	2	NUM
abrj-3	203	45	years	year	NOUN
abrj-3	203	46	,	,	PUNCT
abrj-3	203	47	3	3	NUM
abrj-3	203	48	years	year	NOUN
abrj-3	203	49	,	,	PUNCT
abrj-3	203	50	4	4	NUM
abrj-3	203	51	years	year	NOUN
abrj-3	203	52	,	,	PUNCT
abrj-3	203	53	5	5	NUM
abrj-3	203	54	years	year	NOUN
abrj-3	203	55	,	,	PUNCT
abrj-3	203	56	and	and	CCONJ
abrj-3	203	57	6	6	NUM
abrj-3	203	58	years	year	NOUN
abrj-3	203	59	)	)	PUNCT
abrj-3	203	60	for	for	ADP
abrj-3	203	61	daily	daily	ADV
abrj-3	203	62	,	,	PUNCT
abrj-3	203	63	weekly	weekly	ADJ
abrj-3	203	64	and	and	CCONJ
abrj-3	203	65	monthly	monthly	ADJ
abrj-3	203	66	return	return	NOUN
abrj-3	203	67	series	series	NOUN
abrj-3	203	68	.	.	PUNCT
abrj-3	204	1	panel	panel	NOUN
abrj-3	204	2	a	a	DET
abrj-3	204	3	:	:	PUNCT
abrj-3	204	4	number	number	NOUN
abrj-3	204	5	of	of	ADP
abrj-3	204	6	returns	return	NOUN
abrj-3	204	7	that	that	PRON
abrj-3	204	8	are	be	AUX
abrj-3	204	9	lower	low	ADJ
abrj-3	204	10	than	than	ADP
abrj-3	204	11	es	es	ADP
abrj-3	204	12	daily	daily	ADJ
abrj-3	204	13	series	series	NOUN
abrj-3	204	14	confidence	confidence	NOUN
abrj-3	204	15	level	level	NOUN
abrj-3	204	16	commodity	commodity	NOUN
abrj-3	204	17	/	/	SYM
abrj-3	204	18	portfolio	portfolio	NOUN
abrj-3	204	19	oil	oil	NOUN
abrj-3	204	20	gas	gas	NOUN
abrj-3	204	21	gold	gold	NOUN
abrj-3	204	22	silver	silver	NOUN
abrj-3	204	23	copper	copper	NOUN
abrj-3	204	24	corn	corn	NOUN
abrj-3	204	25	wheat	wheat	NOUN
abrj-3	204	26	soybean	soybean	PROPN
abrj-3	204	27	avg	avg	PROPN
abrj-3	204	28	p2	p2	PROPN
abrj-3	204	29	p3	p3	PROPN
abrj-3	204	30	p4	p4	ADJ
abrj-3	204	31	p5	p5	ADJ
abrj-3	204	32	p6	p6	ADJ
abrj-3	204	33	p7	p7	VERB
abrj-3	204	34	p8	p8	PROPN
abrj-3	204	35	avg	avg	NOUN
abrj-3	204	36	out	out	ADV
abrj-3	204	37	-	-	PUNCT
abrj-3	204	38	of	of	ADP
abrj-3	204	39	-	-	PUNCT
abrj-3	204	40	sample	sample	NOUN
abrj-3	204	41	period	period	NOUN
abrj-3	204	42	com	com	NOUN
abrj-3	204	43	p	p	NOUN
abrj-3	204	44	99	99	NUM
abrj-3	204	45	percent	percent	NOUN
abrj-3	204	46	1	1	NUM
abrj-3	204	47	year	year	NOUN
abrj-3	204	48	0	0	NUM
abrj-3	204	49	1	1	NUM
abrj-3	204	50	1	1	NUM
abrj-3	204	51	2	2	NUM
abrj-3	204	52	4	4	NUM
abrj-3	204	53	3	3	NUM
abrj-3	204	54	3	3	NUM
abrj-3	204	55	2	2	NUM
abrj-3	204	56	2.00	2.00	NUM
abrj-3	204	57	1	1	NUM
abrj-3	204	58	1	1	NUM
abrj-3	204	59	1	1	NUM
abrj-3	204	60	1	1	NUM
abrj-3	204	61	0	0	NUM
abrj-3	204	62	2	2	NUM
abrj-3	204	63	0	0	NUM
abrj-3	204	64	1.00	1.00	NUM
abrj-3	204	65	2	2	NUM
abrj-3	204	66	years	year	NOUN
abrj-3	204	67	2	2	NUM
abrj-3	204	68	2	2	NUM
abrj-3	204	69	6	6	NUM
abrj-3	204	70	15	15	NUM
abrj-3	204	71	7	7	NUM
abrj-3	204	72	6	6	NUM
abrj-3	204	73	7	7	NUM
abrj-3	204	74	2	2	NUM
abrj-3	204	75	5.88	5.88	NUM
abrj-3	204	76	3	3	NUM
abrj-3	204	77	2	2	NUM
abrj-3	204	78	4	4	NUM
abrj-3	204	79	5	5	NUM
abrj-3	204	80	4	4	NUM
abrj-3	204	81	10	10	NUM
abrj-3	204	82	5	5	NUM
abrj-3	204	83	4.86	4.86	NUM
abrj-3	204	84	3	3	NUM
abrj-3	204	85	years	year	NOUN
abrj-3	204	86	2	2	NUM
abrj-3	204	87	2	2	NUM
abrj-3	204	88	8	8	NUM
abrj-3	204	89	15	15	NUM
abrj-3	204	90	7	7	NUM
abrj-3	204	91	8	8	NUM
abrj-3	204	92	7	7	NUM
abrj-3	204	93	2	2	NUM
abrj-3	204	94	6.38	6.38	NUM
abrj-3	204	95	3	3	NUM
abrj-3	204	96	3	3	NUM
abrj-3	204	97	5	5	NUM
abrj-3	204	98	5	5	NUM
abrj-3	204	99	4	4	NUM
abrj-3	204	100	10	10	NUM
abrj-3	204	101	5	5	NUM
abrj-3	204	102	5.17	5.17	NUM
abrj-3	204	103	4	4	NUM
abrj-3	204	104	years	year	NOUN
abrj-3	204	105	2	2	NUM
abrj-3	204	106	2	2	NUM
abrj-3	204	107	11	11	NUM
abrj-3	204	108	17	17	NUM
abrj-3	204	109	7	7	NUM
abrj-3	204	110	11	11	NUM
abrj-3	204	111	8	8	NUM
abrj-3	204	112	3	3	NUM
abrj-3	204	113	7.63	7.63	NUM
abrj-3	204	114	6	6	NUM
abrj-3	204	115	7	7	NUM
abrj-3	204	116	6	6	NUM
abrj-3	204	117	7	7	NUM
abrj-3	204	118	6	6	NUM
abrj-3	204	119	12	12	NUM
abrj-3	204	120	6	6	NUM
abrj-3	204	121	7.20	7.20	NUM
abrj-3	204	122	5	5	NUM
abrj-3	204	123	years	year	NOUN
abrj-3	204	124	3	3	NUM
abrj-3	204	125	9	9	NUM
abrj-3	204	126	11	11	NUM
abrj-3	204	127	19	19	NUM
abrj-3	204	128	7	7	NUM
abrj-3	204	129	11	11	NUM
abrj-3	204	130	9	9	NUM
abrj-3	204	131	4	4	NUM
abrj-3	204	132	9.13	9.13	NUM
abrj-3	204	133	8	8	NUM
abrj-3	204	134	8	8	NUM
abrj-3	204	135	7	7	NUM
abrj-3	204	136	8	8	NUM
abrj-3	204	137	7	7	NUM
abrj-3	204	138	13	13	NUM
abrj-3	204	139	7	7	NUM
abrj-3	204	140	8.39	8.39	NUM
abrj-3	204	141	6	6	NUM
abrj-3	204	142	years	year	NOUN
abrj-3	204	143	7	7	NUM
abrj-3	204	144	11	11	NUM
abrj-3	204	145	11	11	NUM
abrj-3	204	146	21	21	NUM
abrj-3	204	147	8	8	NUM
abrj-3	204	148	13	13	NUM
abrj-3	204	149	9	9	NUM
abrj-3	204	150	7	7	NUM
abrj-3	204	151	10.88	10.88	NUM
abrj-3	204	152	11	11	NUM
abrj-3	204	153	11	11	NUM
abrj-3	204	154	10	10	NUM
abrj-3	204	155	11	11	NUM
abrj-3	204	156	10	10	NUM
abrj-3	204	157	16	16	NUM
abrj-3	204	158	10	10	NUM
abrj-3	204	159	11.23	11.23	NUM
abrj-3	204	160	95	95	NUM
abrj-3	204	161	percent	percent	NOUN
abrj-3	204	162	1	1	NUM
abrj-3	204	163	year	year	NOUN
abrj-3	204	164	0	0	NUM
abrj-3	204	165	2	2	NUM
abrj-3	204	166	2	2	NUM
abrj-3	204	167	7	7	NUM
abrj-3	204	168	6	6	NUM
abrj-3	204	169	5	5	NUM
abrj-3	204	170	5	5	NUM
abrj-3	204	171	2	2	NUM
abrj-3	204	172	3.63	3.63	NUM
abrj-3	204	173	3	3	NUM
abrj-3	204	174	5	5	NUM
abrj-3	204	175	5	5	NUM
abrj-3	204	176	5	5	NUM
abrj-3	204	177	3	3	NUM
abrj-3	204	178	5	5	NUM
abrj-3	204	179	2	2	NUM
abrj-3	204	180	3.95	3.95	NUM
abrj-3	204	181	2	2	NUM
abrj-3	204	182	years	year	NOUN
abrj-3	204	183	7	7	NUM
abrj-3	204	184	3	3	NUM
abrj-3	204	185	15	15	NUM
abrj-3	204	186	26	26	NUM
abrj-3	204	187	12	12	NUM
abrj-3	204	188	13	13	NUM
abrj-3	204	189	10	10	NUM
abrj-3	204	190	2	2	NUM
abrj-3	204	191	11.00	11.00	NUM
abrj-3	204	192	8	8	NUM
abrj-3	204	193	11	11	NUM
abrj-3	204	194	13	13	NUM
abrj-3	204	195	18	18	NUM
abrj-3	204	196	10	10	NUM
abrj-3	204	197	16	16	NUM
abrj-3	204	198	11	11	NUM
abrj-3	204	199	12.25	12.25	NUM
abrj-3	204	200	3	3	NUM
abrj-3	204	201	years	year	NOUN
abrj-3	204	202	7	7	NUM
abrj-3	204	203	4	4	NUM
abrj-3	204	204	20	20	NUM
abrj-3	204	205	30	30	NUM
abrj-3	204	206	12	12	NUM
abrj-3	204	207	18	18	NUM
abrj-3	204	208	10	10	NUM
abrj-3	204	209	3	3	NUM
abrj-3	204	210	13.00	13.00	NUM
abrj-3	204	211	11	11	NUM
abrj-3	204	212	15	15	NUM
abrj-3	204	213	15	15	NUM
abrj-3	204	214	22	22	NUM
abrj-3	204	215	11	11	NUM
abrj-3	204	216	18	18	NUM
abrj-3	204	217	12	12	NUM
abrj-3	204	218	14.63	14.63	NUM
abrj-3	204	219	4	4	NUM
abrj-3	204	220	years	year	NOUN
abrj-3	204	221	7	7	NUM
abrj-3	204	222	4	4	NUM
abrj-3	204	223	29	29	NUM
abrj-3	204	224	38	38	NUM
abrj-3	204	225	12	12	NUM
abrj-3	204	226	24	24	NUM
abrj-3	204	227	11	11	NUM
abrj-3	204	228	7	7	NUM
abrj-3	204	229	16.50	16.50	NUM
abrj-3	204	230	18	18	NUM
abrj-3	204	231	22	22	NUM
abrj-3	204	232	18	18	NUM
abrj-3	204	233	24	24	NUM
abrj-3	204	234	13	13	NUM
abrj-3	204	235	20	20	NUM
abrj-3	204	236	14	14	NUM
abrj-3	204	237	18.19	18.19	NUM
abrj-3	204	238	5	5	NUM
abrj-3	204	239	years	year	NOUN
abrj-3	204	240	11	11	NUM
abrj-3	204	241	14	14	NUM
abrj-3	204	242	30	30	NUM
abrj-3	204	243	42	42	NUM
abrj-3	204	244	12	12	NUM
abrj-3	204	245	25	25	NUM
abrj-3	204	246	14	14	NUM
abrj-3	204	247	10	10	NUM
abrj-3	204	248	19.75	19.75	NUM
abrj-3	204	249	21	21	NUM
abrj-3	204	250	24	24	NUM
abrj-3	204	251	19	19	NUM
abrj-3	204	252	25	25	NUM
abrj-3	204	253	15	15	NUM
abrj-3	204	254	21	21	NUM
abrj-3	204	255	17	17	NUM
abrj-3	204	256	20.22	20.22	NUM
abrj-3	204	257	6	6	NUM
abrj-3	204	258	years	year	NOUN
abrj-3	204	259	27	27	NUM
abrj-3	204	260	18	18	NUM
abrj-3	204	261	31	31	NUM
abrj-3	204	262	46	46	NUM
abrj-3	204	263	14	14	NUM
abrj-3	204	264	28	28	NUM
abrj-3	204	265	15	15	NUM
abrj-3	204	266	14	14	NUM
abrj-3	204	267	24.13	24.13	NUM
abrj-3	204	268	25	25	NUM
abrj-3	204	269	28	28	NUM
abrj-3	204	270	22	22	NUM
abrj-3	204	271	28	28	NUM
abrj-3	204	272	18	18	NUM
abrj-3	204	273	24	24	NUM
abrj-3	204	274	21	21	NUM
abrj-3	204	275	23.77	23.77	NUM
abrj-3	204	276	90	90	NUM
abrj-3	204	277	percent	percent	NOUN
abrj-3	204	278	1	1	NUM
abrj-3	204	279	year	year	NOUN
abrj-3	204	280	2	2	NUM
abrj-3	204	281	3	3	NUM
abrj-3	204	282	9	9	NUM
abrj-3	204	283	11	11	NUM
abrj-3	204	284	9	9	NUM
abrj-3	204	285	9	9	NUM
abrj-3	204	286	6	6	NUM
abrj-3	204	287	3	3	NUM
abrj-3	204	288	6.50	6.50	NUM
abrj-3	204	289	4	4	NUM
abrj-3	204	290	5	5	NUM
abrj-3	204	291	9	9	NUM
abrj-3	204	292	8	8	NUM
abrj-3	204	293	4	4	NUM
abrj-3	204	294	8	8	NUM
abrj-3	204	295	5	5	NUM
abrj-3	204	296	6.19	6.19	NUM
abrj-3	204	297	2	2	NUM
abrj-3	204	298	years	year	NOUN
abrj-3	204	299	11	11	NUM
abrj-3	204	300	4	4	NUM
abrj-3	204	301	25	25	NUM
abrj-3	204	302	34	34	NUM
abrj-3	204	303	18	18	NUM
abrj-3	204	304	21	21	NUM
abrj-3	204	305	14	14	NUM
abrj-3	204	306	3	3	NUM
abrj-3	204	307	16.25	16.25	NUM
abrj-3	204	308	11	11	NUM
abrj-3	204	309	18	18	NUM
abrj-3	204	310	19	19	NUM
abrj-3	204	311	27	27	NUM
abrj-3	204	312	13	13	NUM
abrj-3	204	313	21	21	NUM
abrj-3	204	314	19	19	NUM
abrj-3	204	315	18.03	18.03	NUM
abrj-3	204	316	3	3	NUM
abrj-3	204	317	years	year	NOUN
abrj-3	204	318	12	12	NUM
abrj-3	204	319	6	6	NUM
abrj-3	204	320	31	31	NUM
abrj-3	204	321	41	41	NUM
abrj-3	204	322	19	19	NUM
abrj-3	204	323	27	27	NUM
abrj-3	204	324	17	17	NUM
abrj-3	204	325	6	6	NUM
abrj-3	204	326	19.88	19.88	NUM
abrj-3	204	327	15	15	NUM
abrj-3	204	328	26	26	NUM
abrj-3	204	329	23	23	NUM
abrj-3	205	1	33	33	NUM
abrj-3	205	2	15	15	NUM
abrj-3	205	3	26	26	NUM
abrj-3	205	4	22	22	NUM
abrj-3	205	5	22.48	22.48	NUM
abrj-3	205	6	4	4	NUM
abrj-3	205	7	years	year	NOUN
abrj-3	205	8	12	12	NUM
abrj-3	205	9	7	7	NUM
abrj-3	205	10	44	44	NUM
abrj-3	205	11	52	52	NUM
abrj-3	205	12	20	20	NUM
abrj-3	205	13	34	34	NUM
abrj-3	205	14	18	18	NUM
abrj-3	205	15	14	14	NUM
abrj-3	205	16	25.13	25.13	NUM
abrj-3	205	17	26	26	NUM
abrj-3	205	18	33	33	NUM
abrj-3	205	19	29	29	NUM
abrj-3	205	20	39	39	NUM
abrj-3	205	21	17	17	NUM
abrj-3	205	22	28	28	NUM
abrj-3	205	23	24	24	NUM
abrj-3	205	24	27.64	27.64	NUM
abrj-3	205	25	5	5	NUM
abrj-3	205	26	years	year	NOUN
abrj-3	205	27	21	21	NUM
abrj-3	205	28	20	20	NUM
abrj-3	205	29	45	45	NUM
abrj-3	205	30	56	56	NUM
abrj-3	205	31	21	21	NUM
abrj-3	205	32	35	35	NUM
abrj-3	205	33	22	22	NUM
abrj-3	205	34	18	18	NUM
abrj-3	205	35	29.75	29.75	NUM
abrj-3	205	36	29	29	NUM
abrj-3	205	37	35	35	NUM
abrj-3	205	38	31	31	NUM
abrj-3	205	39	41	41	NUM
abrj-3	205	40	19	19	NUM
abrj-3	205	41	31	31	NUM
abrj-3	205	42	32	32	NUM
abrj-3	205	43	30.97	30.97	NUM
abrj-3	205	44	6	6	NUM
abrj-3	205	45	years	year	NOUN
abrj-3	205	46	43	43	NUM
abrj-3	205	47	27	27	NUM
abrj-3	205	48	49	49	NUM
abrj-3	205	49	62	62	NUM
abrj-3	205	50	25	25	NUM
abrj-3	205	51	40	40	NUM
abrj-3	205	52	24	24	NUM
abrj-3	205	53	22	22	NUM
abrj-3	205	54	36.50	36.50	NUM
abrj-3	205	55	33	33	NUM
abrj-3	205	56	41	41	NUM
abrj-3	205	57	34	34	NUM
abrj-3	205	58	45	45	NUM
abrj-3	205	59	22	22	NUM
abrj-3	205	60	34	34	NUM
abrj-3	205	61	36	36	NUM
abrj-3	205	62	35.19	35.19	NUM
abrj-3	205	63	panel	panel	NOUN
abrj-3	205	64	b	b	NOUN
abrj-3	205	65	:	:	PUNCT
abrj-3	205	66	number	number	NOUN
abrj-3	205	67	of	of	ADP
abrj-3	205	68	returns	return	NOUN
abrj-3	205	69	that	that	PRON
abrj-3	205	70	are	be	AUX
abrj-3	205	71	lower	low	ADJ
abrj-3	205	72	than	than	ADP
abrj-3	205	73	es	es	ADP
abrj-3	205	74	weekly	weekly	ADJ
abrj-3	205	75	series	series	NOUN
abrj-3	205	76	confidence	confidence	NOUN
abrj-3	205	77	level	level	NOUN
abrj-3	205	78	commodity	commodity	NOUN
abrj-3	205	79	/	/	SYM
abrj-3	205	80	portfolio	portfolio	NOUN
abrj-3	205	81	oil	oil	NOUN
abrj-3	205	82	gas	gas	NOUN
abrj-3	205	83	gold	gold	NOUN
abrj-3	205	84	silver	silver	NOUN
abrj-3	205	85	copper	copper	NOUN
abrj-3	205	86	corn	corn	NOUN
abrj-3	205	87	wheat	wheat	NOUN
abrj-3	205	88	soybean	soybean	PROPN
abrj-3	205	89	avg	avg	PROPN
abrj-3	205	90	p2	p2	PROPN
abrj-3	205	91	p3	p3	PROPN
abrj-3	205	92	p4	p4	ADJ
abrj-3	205	93	p5	p5	ADJ
abrj-3	205	94	p6	p6	ADJ
abrj-3	205	95	p7	p7	VERB
abrj-3	205	96	p8	p8	PROPN
abrj-3	205	97	avg	avg	NOUN
abrj-3	205	98	out	out	ADV
abrj-3	205	99	-	-	PUNCT
abrj-3	205	100	of	of	ADP
abrj-3	205	101	-	-	PUNCT
abrj-3	205	102	sample	sample	NOUN
abrj-3	205	103	period	period	NOUN
abrj-3	205	104	com	com	NOUN
abrj-3	205	105	p	p	NOUN
abrj-3	205	106	99	99	NUM
abrj-3	205	107	percent	percent	NOUN
abrj-3	205	108	1	1	NUM
abrj-3	205	109	year	year	NOUN
abrj-3	205	110	0	0	NUM
abrj-3	205	111	0	0	NUM
abrj-3	205	112	0	0	NUM
abrj-3	205	113	0	0	NUM
abrj-3	205	114	1	1	NUM
abrj-3	205	115	1	1	NUM
abrj-3	205	116	0	0	NUM
abrj-3	205	117	1	1	NUM
abrj-3	205	118	0.75	0.75	NUM
abrj-3	205	119	0	0	NUM
abrj-3	205	120	0	0	NUM
abrj-3	205	121	0	0	NUM
abrj-3	205	122	0	0	NUM
abrj-3	205	123	0	0	NUM
abrj-3	205	124	0	0	NUM
abrj-3	205	125	0	0	NUM
abrj-3	205	126	0.09	0.09	NUM
abrj-3	205	127	2	2	NUM
abrj-3	205	128	years	year	NOUN
abrj-3	205	129	0	0	NUM
abrj-3	205	130	0	0	NUM
abrj-3	205	131	1	1	NUM
abrj-3	205	132	2	2	NUM
abrj-3	205	133	2	2	NUM
abrj-3	205	134	1	1	NUM
abrj-3	205	135	0	0	NUM
abrj-3	205	136	1	1	NUM
abrj-3	205	137	1.63	1.63	NUM
abrj-3	205	138	1	1	NUM
abrj-3	205	139	1	1	NUM
abrj-3	205	140	1	1	NUM
abrj-3	205	141	1	1	NUM
abrj-3	205	142	1	1	NUM
abrj-3	205	143	1	1	NUM
abrj-3	205	144	1	1	NUM
abrj-3	205	145	1.45	1.45	NUM
abrj-3	205	146	3	3	NUM
abrj-3	205	147	years	year	NOUN
abrj-3	205	148	0	0	NUM
abrj-3	205	149	0	0	NUM
abrj-3	205	150	1	1	NUM
abrj-3	205	151	2	2	NUM
abrj-3	205	152	2	2	NUM
abrj-3	205	153	1	1	NUM
abrj-3	205	154	0	0	NUM
abrj-3	205	155	1	1	NUM
abrj-3	205	156	1.63	1.63	NUM
abrj-3	205	157	1	1	NUM
abrj-3	205	158	1	1	NUM
abrj-3	205	159	1	1	NUM
abrj-3	205	160	1	1	NUM
abrj-3	205	161	1	1	NUM
abrj-3	205	162	1	1	NUM
abrj-3	205	163	1	1	NUM
abrj-3	205	164	1.45	1.45	NUM
abrj-3	205	165	4	4	NUM
abrj-3	205	166	years	year	NOUN
abrj-3	205	167	0	0	NUM
abrj-3	205	168	0	0	NUM
abrj-3	205	169	2	2	NUM
abrj-3	205	170	3	3	NUM
abrj-3	205	171	2	2	NUM
abrj-3	205	172	4	4	NUM
abrj-3	205	173	0	0	NUM
abrj-3	205	174	1	1	NUM
abrj-3	205	175	2.38	2.38	NUM
abrj-3	205	176	1	1	NUM
abrj-3	205	177	1	1	NUM
abrj-3	205	178	1	1	NUM
abrj-3	205	179	1	1	NUM
abrj-3	205	180	1	1	NUM
abrj-3	205	181	1	1	NUM
abrj-3	205	182	1	1	NUM
abrj-3	205	183	1.80	1.80	NUM
abrj-3	205	184	5	5	NUM
abrj-3	205	185	years	year	NOUN
abrj-3	205	186	0	0	NUM
abrj-3	205	187	2	2	NUM
abrj-3	205	188	2	2	NUM
abrj-3	205	189	3	3	NUM
abrj-3	205	190	2	2	NUM
abrj-3	205	191	4	4	NUM
abrj-3	205	192	0	0	NUM
abrj-3	205	193	1	1	NUM
abrj-3	205	194	2.75	2.75	NUM
abrj-3	205	195	1	1	NUM
abrj-3	205	196	1	1	NUM
abrj-3	205	197	1	1	NUM
abrj-3	205	198	1	1	NUM
abrj-3	205	199	1	1	NUM
abrj-3	205	200	1	1	NUM
abrj-3	205	201	1	1	NUM
abrj-3	205	202	1.84	1.84	NUM
abrj-3	205	203	6	6	NUM
abrj-3	205	204	years	year	NOUN
abrj-3	205	205	0	0	NUM
abrj-3	205	206	2	2	NUM
abrj-3	205	207	2	2	NUM
abrj-3	205	208	3	3	NUM
abrj-3	205	209	2	2	NUM
abrj-3	205	210	4	4	NUM
abrj-3	205	211	0	0	NUM
abrj-3	205	212	3	3	NUM
abrj-3	205	213	3.13	3.13	NUM
abrj-3	205	214	3	3	NUM
abrj-3	205	215	3	3	NUM
abrj-3	205	216	3	3	NUM
abrj-3	205	217	3	3	NUM
abrj-3	205	218	3	3	NUM
abrj-3	205	219	3	3	NUM
abrj-3	205	220	2	2	NUM
abrj-3	205	221	3.52	3.52	NUM
abrj-3	205	222	95	95	NUM
abrj-3	205	223	percent	percent	NOUN
abrj-3	205	224	1	1	NUM
abrj-3	205	225	year	year	NOUN
abrj-3	205	226	0	0	NUM
abrj-3	205	227	0	0	NUM
abrj-3	205	228	0	0	NUM
abrj-3	205	229	0	0	NUM
abrj-3	205	230	3	3	NUM
abrj-3	205	231	1	1	NUM
abrj-3	205	232	1	1	NUM
abrj-3	205	233	2	2	NUM
abrj-3	205	234	1.38	1.38	NUM
abrj-3	205	235	0	0	NUM
abrj-3	205	236	1	1	NUM
abrj-3	205	237	0	0	NUM
abrj-3	205	238	0	0	NUM
abrj-3	205	239	0	0	NUM
abrj-3	205	240	0	0	NUM
abrj-3	205	241	0	0	NUM
abrj-3	205	242	1.42	1.42	NUM
abrj-3	205	243	2	2	NUM
abrj-3	205	244	years	year	NOUN
abrj-3	205	245	1	1	NUM
abrj-3	205	246	0	0	NUM
abrj-3	205	247	2	2	NUM
abrj-3	205	248	2	2	NUM
abrj-3	205	249	5	5	NUM
abrj-3	205	250	3	3	NUM
abrj-3	205	251	1	1	NUM
abrj-3	205	252	2	2	NUM
abrj-3	205	253	3.88	3.88	NUM
abrj-3	205	254	2	2	NUM
abrj-3	205	255	3	3	NUM
abrj-3	205	256	2	2	NUM
abrj-3	205	257	2	2	NUM
abrj-3	205	258	3	3	NUM
abrj-3	205	259	2	2	NUM
abrj-3	205	260	2	2	NUM
abrj-3	205	261	5.23	5.23	NUM
abrj-3	205	262	3	3	NUM
abrj-3	205	263	years	year	NOUN
abrj-3	205	264	1	1	NUM
abrj-3	205	265	0	0	NUM
abrj-3	205	266	2	2	NUM
abrj-3	205	267	2	2	NUM
abrj-3	205	268	5	5	NUM
abrj-3	205	269	3	3	NUM
abrj-3	205	270	1	1	NUM
abrj-3	205	271	2	2	NUM
abrj-3	205	272	4.38	4.38	NUM
abrj-3	205	273	2	2	NUM
abrj-3	205	274	3	3	NUM
abrj-3	205	275	2	2	NUM
abrj-3	205	276	2	2	NUM
abrj-3	205	277	3	3	NUM
abrj-3	205	278	2	2	NUM
abrj-3	205	279	2	2	NUM
abrj-3	205	280	5.80	5.80	NUM
abrj-3	205	281	4	4	NUM
abrj-3	205	282	years	year	NOUN
abrj-3	205	283	1	1	NUM
abrj-3	205	284	0	0	NUM
abrj-3	205	285	4	4	NUM
abrj-3	205	286	4	4	NUM
abrj-3	205	287	5	5	NUM
abrj-3	205	288	6	6	NUM
abrj-3	205	289	1	1	NUM
abrj-3	205	290	2	2	NUM
abrj-3	205	291	5.88	5.88	NUM
abrj-3	205	292	3	3	NUM
abrj-3	205	293	3	3	NUM
abrj-3	205	294	3	3	NUM
abrj-3	205	295	2	2	NUM
abrj-3	205	296	3	3	NUM
abrj-3	205	297	2	2	NUM
abrj-3	205	298	2	2	NUM
abrj-3	205	299	7.61	7.61	NUM
abrj-3	205	300	5	5	NUM
abrj-3	205	301	years	year	NOUN
abrj-3	205	302	2	2	NUM
abrj-3	205	303	3	3	NUM
abrj-3	205	304	4	4	NUM
abrj-3	205	305	4	4	NUM
abrj-3	205	306	5	5	NUM
abrj-3	205	307	6	6	NUM
abrj-3	205	308	3	3	NUM
abrj-3	205	309	3	3	NUM
abrj-3	205	310	7.75	7.75	NUM
abrj-3	205	311	3	3	NUM
abrj-3	205	312	3	3	NUM
abrj-3	205	313	3	3	NUM
abrj-3	205	314	2	2	NUM
abrj-3	205	315	3	3	NUM
abrj-3	205	316	2	2	NUM
abrj-3	205	317	3	3	NUM
abrj-3	205	318	8.22	8.22	NUM
abrj-3	205	319	6	6	NUM
abrj-3	205	320	years	year	NOUN
abrj-3	205	321	3	3	NUM
abrj-3	205	322	4	4	NUM
abrj-3	205	323	4	4	NUM
abrj-3	205	324	4	4	NUM
abrj-3	205	325	5	5	NUM
abrj-3	205	326	6	6	NUM
abrj-3	205	327	3	3	NUM
abrj-3	205	328	5	5	NUM
abrj-3	205	329	9.00	9.00	NUM
abrj-3	205	330	5	5	NUM
abrj-3	205	331	5	5	NUM
abrj-3	205	332	6	6	NUM
abrj-3	205	333	4	4	NUM
abrj-3	205	334	5	5	NUM
abrj-3	205	335	4	4	NUM
abrj-3	205	336	5	5	NUM
abrj-3	205	337	11.13	11.13	NUM
abrj-3	205	338	90	90	NUM
abrj-3	205	339	percent	percent	NOUN
abrj-3	205	340	1	1	NUM
abrj-3	205	341	year	year	NOUN
abrj-3	205	342	1	1	NUM
abrj-3	205	343	0	0	NUM
abrj-3	205	344	0	0	NUM
abrj-3	205	345	2	2	NUM
abrj-3	205	346	3	3	NUM
abrj-3	205	347	1	1	NUM
abrj-3	205	348	2	2	NUM
abrj-3	205	349	2	2	NUM
abrj-3	205	350	3.13	3.13	NUM
abrj-3	205	351	1	1	NUM
abrj-3	205	352	2	2	NUM
abrj-3	205	353	1	1	NUM
abrj-3	205	354	0	0	NUM
abrj-3	205	355	1	1	NUM
abrj-3	205	356	1	1	NUM
abrj-3	205	357	0	0	NUM
abrj-3	205	358	3.27	3.27	NUM
abrj-3	205	359	2	2	NUM
abrj-3	205	360	years	year	NOUN
abrj-3	205	361	3	3	NUM
abrj-3	205	362	0	0	NUM
abrj-3	205	363	3	3	NUM
abrj-3	205	364	6	6	NUM
abrj-3	205	365	5	5	NUM
abrj-3	205	366	5	5	NUM
abrj-3	205	367	4	4	NUM
abrj-3	205	368	3	3	NUM
abrj-3	205	369	7.25	7.25	NUM
abrj-3	205	370	3	3	NUM
abrj-3	205	371	4	4	NUM
abrj-3	205	372	4	4	NUM
abrj-3	205	373	4	4	NUM
abrj-3	205	374	5	5	NUM
abrj-3	205	375	4	4	NUM
abrj-3	205	376	3	3	NUM
abrj-3	205	377	8.28	8.28	NUM
abrj-3	205	378	3	3	NUM
abrj-3	205	379	years	year	NOUN
abrj-3	205	380	3	3	NUM
abrj-3	205	381	0	0	NUM
abrj-3	205	382	3	3	NUM
abrj-3	205	383	6	6	NUM
abrj-3	205	384	5	5	NUM
abrj-3	205	385	7	7	NUM
abrj-3	205	386	4	4	NUM
abrj-3	205	387	4	4	NUM
abrj-3	205	388	8.50	8.50	NUM
abrj-3	205	389	4	4	NUM
abrj-3	205	390	4	4	NUM
abrj-3	205	391	5	5	NUM
abrj-3	205	392	4	4	NUM
abrj-3	205	393	5	5	NUM
abrj-3	205	394	4	4	NUM
abrj-3	205	395	3	3	NUM
abrj-3	205	396	9.94	9.94	NUM
abrj-3	205	397	4	4	NUM
abrj-3	205	398	years	year	NOUN
abrj-3	205	399	3	3	NUM
abrj-3	205	400	0	0	NUM
abrj-3	205	401	7	7	NUM
abrj-3	205	402	8	8	NUM
abrj-3	205	403	5	5	NUM
abrj-3	205	404	11	11	NUM
abrj-3	205	405	5	5	NUM
abrj-3	205	406	5	5	NUM
abrj-3	205	407	10.88	10.88	NUM
abrj-3	205	408	6	6	NUM
abrj-3	205	409	6	6	NUM
abrj-3	205	410	7	7	NUM
abrj-3	205	411	6	6	NUM
abrj-3	205	412	6	6	NUM
abrj-3	205	413	5	5	NUM
abrj-3	205	414	3	3	NUM
abrj-3	205	415	13.98	13.98	NUM
abrj-3	205	416	asian	asian	ADJ
abrj-3	205	417	business	business	NOUN
abrj-3	205	418	research	research	NOUN
abrj-3	205	419	journal	journal	NOUN
abrj-3	205	420	,	,	PUNCT
abrj-3	205	421	2019	2019	NUM
abrj-3	205	422	,	,	PUNCT
abrj-3	205	423	4	4	NUM
abrj-3	205	424	:	:	SYM
abrj-3	205	425	17	17	NUM
abrj-3	205	426	-	-	SYM
abrj-3	205	427	28	28	NUM
abrj-3	205	428	27	27	NUM
abrj-3	205	429	©	©	PROPN
abrj-3	205	430	2019	2019	NUM
abrj-3	205	431	by	by	ADP
abrj-3	205	432	the	the	DET
abrj-3	205	433	authors	author	NOUN
abrj-3	205	434	;	;	PUNCT
abrj-3	205	435	licensee	licensee	NOUN
abrj-3	205	436	eastern	eastern	ADJ
abrj-3	205	437	centre	centre	NOUN
abrj-3	205	438	of	of	ADP
abrj-3	205	439	science	science	NOUN
abrj-3	205	440	and	and	CCONJ
abrj-3	205	441	education	education	NOUN
abrj-3	205	442	,	,	PUNCT
abrj-3	205	443	usa	usa	PROPN
abrj-3	205	444	5	5	NUM
abrj-3	205	445	years	year	NOUN
abrj-3	205	446	5	5	NUM
abrj-3	205	447	3	3	NUM
abrj-3	205	448	8	8	NUM
abrj-3	205	449	8	8	NUM
abrj-3	205	450	5	5	NUM
abrj-3	205	451	11	11	NUM
abrj-3	205	452	9	9	NUM
abrj-3	205	453	6	6	NUM
abrj-3	205	454	14.00	14.00	NUM
abrj-3	205	455	6	6	NUM
abrj-3	205	456	6	6	NUM
abrj-3	205	457	7	7	NUM
abrj-3	205	458	6	6	NUM
abrj-3	205	459	6	6	NUM
abrj-3	205	460	5	5	NUM
abrj-3	205	461	4	4	NUM
abrj-3	205	462	15.88	15.88	NUM
abrj-3	205	463	6	6	NUM
abrj-3	205	464	years	year	NOUN
abrj-3	205	465	7	7	NUM
abrj-3	205	466	4	4	NUM
abrj-3	205	467	8	8	NUM
abrj-3	205	468	8	8	NUM
abrj-3	205	469	5	5	NUM
abrj-3	205	470	12	12	NUM
abrj-3	205	471	9	9	NUM
abrj-3	205	472	9	9	NUM
abrj-3	205	473	17.63	17.63	NUM
abrj-3	205	474	8	8	NUM
abrj-3	205	475	9	9	NUM
abrj-3	205	476	10	10	NUM
abrj-3	205	477	8	8	NUM
abrj-3	205	478	9	9	NUM
abrj-3	205	479	8	8	NUM
abrj-3	205	480	6	6	NUM
abrj-3	205	481	19.95	19.95	NUM
abrj-3	205	482	panel	panel	NOUN
abrj-3	205	483	c	c	NOUN
abrj-3	205	484	:	:	PUNCT
abrj-3	205	485	number	number	NOUN
abrj-3	205	486	of	of	ADP
abrj-3	205	487	returns	return	NOUN
abrj-3	205	488	that	that	PRON
abrj-3	205	489	are	be	AUX
abrj-3	205	490	lower	low	ADJ
abrj-3	205	491	than	than	ADP
abrj-3	205	492	es	es	ADP
abrj-3	205	493	monthly	monthly	ADJ
abrj-3	205	494	series	series	NOUN
abrj-3	205	495	confidence	confidence	NOUN
abrj-3	205	496	level	level	NOUN
abrj-3	205	497	commodity	commodity	NOUN
abrj-3	205	498	/	/	SYM
abrj-3	205	499	portfolio	portfolio	NOUN
abrj-3	205	500	oil	oil	NOUN
abrj-3	205	501	gas	gas	NOUN
abrj-3	205	502	gold	gold	NOUN
abrj-3	205	503	silver	silver	NOUN
abrj-3	205	504	copper	copper	NOUN
abrj-3	205	505	corn	corn	NOUN
abrj-3	205	506	wheat	wheat	NOUN
abrj-3	205	507	soybean	soybean	PROPN
abrj-3	205	508	avg	avg	PROPN
abrj-3	205	509	p2	p2	PROPN
abrj-3	205	510	p3	p3	PROPN
abrj-3	205	511	p4	p4	ADJ
abrj-3	205	512	p5	p5	ADJ
abrj-3	205	513	p6	p6	ADJ
abrj-3	205	514	p7	p7	VERB
abrj-3	205	515	p8	p8	PROPN
abrj-3	205	516	avg	avg	NOUN
abrj-3	205	517	out	out	ADV
abrj-3	205	518	-	-	PUNCT
abrj-3	205	519	of	of	ADP
abrj-3	205	520	-	-	PUNCT
abrj-3	205	521	sample	sample	NOUN
abrj-3	205	522	period	period	NOUN
abrj-3	205	523	com	com	NOUN
abrj-3	205	524	p	p	NOUN
abrj-3	205	525	99	99	NUM
abrj-3	205	526	percent	percent	NOUN
abrj-3	205	527	1	1	NUM
abrj-3	205	528	year	year	NOUN
abrj-3	205	529	0	0	NUM
abrj-3	205	530	0	0	NUM
abrj-3	205	531	0	0	NUM
abrj-3	205	532	0	0	NUM
abrj-3	205	533	0	0	NUM
abrj-3	205	534	0	0	NUM
abrj-3	205	535	0	0	NUM
abrj-3	205	536	0	0	NUM
abrj-3	205	537	0.00	0.00	NUM
abrj-3	205	538	0	0	NUM
abrj-3	205	539	0	0	NUM
abrj-3	205	540	0	0	NUM
abrj-3	205	541	0	0	NUM
abrj-3	205	542	0	0	NUM
abrj-3	205	543	0	0	NUM
abrj-3	205	544	0	0	NUM
abrj-3	205	545	0.00	0.00	NUM
abrj-3	205	546	2	2	NUM
abrj-3	205	547	years	year	NOUN
abrj-3	205	548	0	0	NUM
abrj-3	205	549	0	0	NUM
abrj-3	205	550	0	0	NUM
abrj-3	205	551	1	1	NUM
abrj-3	205	552	1	1	NUM
abrj-3	205	553	0	0	NUM
abrj-3	205	554	0	0	NUM
abrj-3	205	555	0	0	NUM
abrj-3	205	556	0.38	0.38	NUM
abrj-3	205	557	0	0	NUM
abrj-3	205	558	1	1	NUM
abrj-3	205	559	1	1	NUM
abrj-3	205	560	1	1	NUM
abrj-3	205	561	1	1	NUM
abrj-3	205	562	1	1	NUM
abrj-3	205	563	1	1	NUM
abrj-3	205	564	0.80	0.80	NUM
abrj-3	205	565	3	3	NUM
abrj-3	205	566	years	year	NOUN
abrj-3	205	567	0	0	NUM
abrj-3	205	568	0	0	NUM
abrj-3	205	569	0	0	NUM
abrj-3	205	570	1	1	NUM
abrj-3	205	571	1	1	NUM
abrj-3	205	572	0	0	NUM
abrj-3	205	573	0	0	NUM
abrj-3	205	574	0	0	NUM
abrj-3	205	575	0.50	0.50	NUM
abrj-3	205	576	0	0	NUM
abrj-3	205	577	1	1	NUM
abrj-3	205	578	1	1	NUM
abrj-3	205	579	1	1	NUM
abrj-3	205	580	1	1	NUM
abrj-3	205	581	1	1	NUM
abrj-3	205	582	1	1	NUM
abrj-3	205	583	0.81	0.81	NUM
abrj-3	205	584	4	4	NUM
abrj-3	205	585	years	year	NOUN
abrj-3	205	586	0	0	NUM
abrj-3	205	587	0	0	NUM
abrj-3	205	588	0	0	NUM
abrj-3	205	589	1	1	NUM
abrj-3	205	590	1	1	NUM
abrj-3	205	591	1	1	NUM
abrj-3	205	592	0	0	NUM
abrj-3	205	593	0	0	NUM
abrj-3	205	594	0.63	0.63	NUM
abrj-3	205	595	0	0	NUM
abrj-3	205	596	1	1	NUM
abrj-3	205	597	1	1	NUM
abrj-3	205	598	1	1	NUM
abrj-3	205	599	1	1	NUM
abrj-3	205	600	1	1	NUM
abrj-3	205	601	1	1	NUM
abrj-3	205	602	0.95	0.95	NUM
abrj-3	205	603	5	5	NUM
abrj-3	205	604	years	year	NOUN
abrj-3	205	605	0	0	NUM
abrj-3	205	606	0	0	NUM
abrj-3	205	607	0	0	NUM
abrj-3	205	608	1	1	NUM
abrj-3	205	609	1	1	NUM
abrj-3	205	610	1	1	NUM
abrj-3	205	611	1	1	NUM
abrj-3	205	612	0	0	NUM
abrj-3	205	613	1.00	1.00	NUM
abrj-3	205	614	0	0	NUM
abrj-3	205	615	1	1	NUM
abrj-3	205	616	1	1	NUM
abrj-3	205	617	1	1	NUM
abrj-3	205	618	1	1	NUM
abrj-3	205	619	1	1	NUM
abrj-3	205	620	1	1	NUM
abrj-3	205	621	1.13	1.13	NUM
abrj-3	205	622	6	6	NUM
abrj-3	205	623	years	year	NOUN
abrj-3	205	624	0	0	NUM
abrj-3	205	625	0	0	NUM
abrj-3	205	626	0	0	NUM
abrj-3	205	627	1	1	NUM
abrj-3	205	628	1	1	NUM
abrj-3	205	629	1	1	NUM
abrj-3	205	630	1	1	NUM
abrj-3	205	631	0	0	NUM
abrj-3	205	632	1.25	1.25	NUM
abrj-3	205	633	0	0	NUM
abrj-3	205	634	1	1	NUM
abrj-3	205	635	1	1	NUM
abrj-3	205	636	1	1	NUM
abrj-3	205	637	1	1	NUM
abrj-3	205	638	1	1	NUM
abrj-3	205	639	1	1	NUM
abrj-3	205	640	1.16	1.16	NUM
abrj-3	205	641	95	95	NUM
abrj-3	205	642	percent	percent	NOUN
abrj-3	205	643	1	1	NUM
abrj-3	205	644	year	year	NOUN
abrj-3	205	645	0	0	NUM
abrj-3	205	646	0	0	NUM
abrj-3	205	647	0	0	NUM
abrj-3	205	648	0	0	NUM
abrj-3	205	649	0	0	NUM
abrj-3	205	650	0	0	NUM
abrj-3	205	651	0	0	NUM
abrj-3	205	652	0	0	NUM
abrj-3	205	653	0.13	0.13	NUM
abrj-3	205	654	0	0	NUM
abrj-3	205	655	0	0	NUM
abrj-3	205	656	0	0	NUM
abrj-3	205	657	0	0	NUM
abrj-3	205	658	0	0	NUM
abrj-3	205	659	0	0	NUM
abrj-3	205	660	0	0	NUM
abrj-3	205	661	0.02	0.02	NUM
abrj-3	205	662	2	2	NUM
abrj-3	205	663	years	year	NOUN
abrj-3	205	664	0	0	NUM
abrj-3	205	665	0	0	NUM
abrj-3	205	666	0	0	NUM
abrj-3	205	667	2	2	NUM
abrj-3	205	668	1	1	NUM
abrj-3	205	669	1	1	NUM
abrj-3	205	670	0	0	NUM
abrj-3	205	671	0	0	NUM
abrj-3	205	672	1.13	1.13	NUM
abrj-3	205	673	0	0	NUM
abrj-3	205	674	1	1	NUM
abrj-3	205	675	1	1	NUM
abrj-3	205	676	1	1	NUM
abrj-3	205	677	1	1	NUM
abrj-3	205	678	1	1	NUM
abrj-3	205	679	1	1	NUM
abrj-3	205	680	1.02	1.02	NUM
abrj-3	205	681	3	3	NUM
abrj-3	205	682	years	year	NOUN
abrj-3	205	683	1	1	NUM
abrj-3	205	684	0	0	NUM
abrj-3	205	685	0	0	NUM
abrj-3	205	686	2	2	NUM
abrj-3	205	687	1	1	NUM
abrj-3	205	688	1	1	NUM
abrj-3	205	689	0	0	NUM
abrj-3	205	690	1	1	NUM
abrj-3	205	691	1.50	1.50	NUM
abrj-3	205	692	0	0	NUM
abrj-3	205	693	1	1	NUM
abrj-3	205	694	1	1	NUM
abrj-3	205	695	1	1	NUM
abrj-3	205	696	1	1	NUM
abrj-3	205	697	1	1	NUM
abrj-3	205	698	1	1	NUM
abrj-3	205	699	1.31	1.31	NUM
abrj-3	205	700	4	4	NUM
abrj-3	205	701	years	year	NOUN
abrj-3	205	702	1	1	NUM
abrj-3	205	703	0	0	NUM
abrj-3	205	704	1	1	NUM
abrj-3	205	705	2	2	NUM
abrj-3	205	706	1	1	NUM
abrj-3	205	707	2	2	NUM
abrj-3	205	708	0	0	NUM
abrj-3	205	709	1	1	NUM
abrj-3	205	710	2.00	2.00	NUM
abrj-3	205	711	0	0	NUM
abrj-3	205	712	1	1	NUM
abrj-3	205	713	2	2	NUM
abrj-3	205	714	2	2	NUM
abrj-3	205	715	1	1	NUM
abrj-3	205	716	1	1	NUM
abrj-3	205	717	1	1	NUM
abrj-3	205	718	2.00	2.00	NUM
abrj-3	205	719	5	5	NUM
abrj-3	205	720	years	year	NOUN
abrj-3	205	721	1	1	NUM
abrj-3	205	722	1	1	NUM
abrj-3	205	723	1	1	NUM
abrj-3	205	724	2	2	NUM
abrj-3	205	725	1	1	NUM
abrj-3	205	726	3	3	NUM
abrj-3	205	727	1	1	NUM
abrj-3	205	728	1	1	NUM
abrj-3	205	729	2.38	2.38	NUM
abrj-3	205	730	0	0	NUM
abrj-3	205	731	1	1	NUM
abrj-3	205	732	3	3	NUM
abrj-3	205	733	2	2	NUM
abrj-3	205	734	1	1	NUM
abrj-3	205	735	2	2	NUM
abrj-3	205	736	2	2	NUM
abrj-3	205	737	2.80	2.80	NUM
abrj-3	205	738	6	6	NUM
abrj-3	205	739	years	year	NOUN
abrj-3	205	740	3	3	NUM
abrj-3	205	741	1	1	NUM
abrj-3	205	742	1	1	NUM
abrj-3	205	743	2	2	NUM
abrj-3	205	744	1	1	NUM
abrj-3	205	745	3	3	NUM
abrj-3	205	746	1	1	NUM
abrj-3	205	747	1	1	NUM
abrj-3	205	748	2.63	2.63	NUM
abrj-3	205	749	0	0	NUM
abrj-3	205	750	1	1	NUM
abrj-3	205	751	3	3	NUM
abrj-3	205	752	2	2	NUM
abrj-3	205	753	1	1	NUM
abrj-3	205	754	2	2	NUM
abrj-3	205	755	2	2	NUM
abrj-3	205	756	3.45	3.45	NUM
abrj-3	205	757	90	90	NUM
abrj-3	205	758	percent	percent	NOUN
abrj-3	205	759	1	1	NUM
abrj-3	205	760	year	year	NOUN
abrj-3	205	761	0	0	NUM
abrj-3	205	762	0	0	NUM
abrj-3	205	763	0	0	NUM
abrj-3	205	764	0	0	NUM
abrj-3	205	765	0	0	NUM
abrj-3	205	766	0	0	NUM
abrj-3	205	767	0	0	NUM
abrj-3	205	768	0	0	NUM
abrj-3	205	769	0.50	0.50	NUM
abrj-3	205	770	0	0	NUM
abrj-3	205	771	0	0	NUM
abrj-3	205	772	0	0	NUM
abrj-3	205	773	0	0	NUM
abrj-3	205	774	0	0	NUM
abrj-3	205	775	0	0	NUM
abrj-3	205	776	0	0	NUM
abrj-3	205	777	0.19	0.19	NUM
abrj-3	205	778	2	2	NUM
abrj-3	205	779	years	year	NOUN
abrj-3	205	780	0	0	NUM
abrj-3	205	781	0	0	NUM
abrj-3	205	782	1	1	NUM
abrj-3	205	783	2	2	NUM
abrj-3	205	784	1	1	NUM
abrj-3	205	785	2	2	NUM
abrj-3	205	786	0	0	NUM
abrj-3	205	787	0	0	NUM
abrj-3	205	788	1.75	1.75	NUM
abrj-3	205	789	1	1	NUM
abrj-3	205	790	1	1	NUM
abrj-3	205	791	1	1	NUM
abrj-3	205	792	1	1	NUM
abrj-3	205	793	1	1	NUM
abrj-3	205	794	1	1	NUM
abrj-3	205	795	1	1	NUM
abrj-3	205	796	1.59	1.59	NUM
abrj-3	205	797	3	3	NUM
abrj-3	205	798	years	year	NOUN
abrj-3	205	799	1	1	NUM
abrj-3	205	800	0	0	NUM
abrj-3	205	801	2	2	NUM
abrj-3	205	802	2	2	NUM
abrj-3	205	803	1	1	NUM
abrj-3	205	804	2	2	NUM
abrj-3	205	805	0	0	NUM
abrj-3	205	806	1	1	NUM
abrj-3	205	807	2.63	2.63	NUM
abrj-3	205	808	1	1	NUM
abrj-3	205	809	1	1	NUM
abrj-3	205	810	1	1	NUM
abrj-3	205	811	1	1	NUM
abrj-3	205	812	2	2	NUM
abrj-3	205	813	1	1	NUM
abrj-3	205	814	1	1	NUM
abrj-3	205	815	2.33	2.33	NUM
abrj-3	205	816	4	4	NUM
abrj-3	205	817	years	year	NOUN
abrj-3	205	818	1	1	NUM
abrj-3	205	819	0	0	NUM
abrj-3	205	820	4	4	NUM
abrj-3	205	821	2	2	NUM
abrj-3	205	822	1	1	NUM
abrj-3	205	823	3	3	NUM
abrj-3	205	824	0	0	NUM
abrj-3	205	825	1	1	NUM
abrj-3	205	826	3.50	3.50	NUM
abrj-3	205	827	3	3	NUM
abrj-3	205	828	1	1	NUM
abrj-3	205	829	2	2	NUM
abrj-3	205	830	2	2	NUM
abrj-3	205	831	3	3	NUM
abrj-3	205	832	1	1	NUM
abrj-3	205	833	1	1	NUM
abrj-3	205	834	3.56	3.56	NUM
abrj-3	205	835	5	5	NUM
abrj-3	205	836	years	year	NOUN
abrj-3	205	837	1	1	NUM
abrj-3	205	838	1	1	NUM
abrj-3	205	839	4	4	NUM
abrj-3	205	840	2	2	NUM
abrj-3	205	841	1	1	NUM
abrj-3	205	842	4	4	NUM
abrj-3	205	843	1	1	NUM
abrj-3	205	844	1	1	NUM
abrj-3	205	845	4.63	4.63	NUM
abrj-3	205	846	4	4	NUM
abrj-3	205	847	1	1	NUM
abrj-3	205	848	3	3	NUM
abrj-3	205	849	3	3	NUM
abrj-3	205	850	4	4	NUM
abrj-3	205	851	2	2	NUM
abrj-3	205	852	2	2	NUM
abrj-3	205	853	4.70	4.70	NUM
abrj-3	205	854	6	6	NUM
abrj-3	205	855	years	year	NOUN
abrj-3	205	856	3	3	NUM
abrj-3	205	857	1	1	NUM
abrj-3	205	858	4	4	NUM
abrj-3	205	859	2	2	NUM
abrj-3	205	860	1	1	NUM
abrj-3	205	861	4	4	NUM
abrj-3	205	862	1	1	NUM
abrj-3	205	863	1	1	NUM
abrj-3	205	864	5.50	5.50	NUM
abrj-3	205	865	4	4	NUM
abrj-3	205	866	1	1	NUM
abrj-3	205	867	3	3	NUM
abrj-3	205	868	3	3	NUM
abrj-3	205	869	5	5	NUM
abrj-3	205	870	3	3	NUM
abrj-3	205	871	2	2	NUM
abrj-3	205	872	5.81	5.81	NUM
abrj-3	205	873	asian	asian	ADJ
abrj-3	205	874	business	business	NOUN
abrj-3	205	875	research	research	NOUN
abrj-3	205	876	journal	journal	NOUN
abrj-3	205	877	,	,	PUNCT
abrj-3	205	878	2019	2019	NUM
abrj-3	205	879	,	,	PUNCT
abrj-3	205	880	4	4	NUM
abrj-3	205	881	:	:	SYM
abrj-3	205	882	17	17	NUM
abrj-3	205	883	-	-	SYM
abrj-3	205	884	28	28	NUM
abrj-3	205	885	28	28	NUM
abrj-3	205	886	©	©	PROPN
abrj-3	205	887	2019	2019	NUM
abrj-3	205	888	by	by	ADP
abrj-3	205	889	the	the	DET
abrj-3	205	890	authors	author	NOUN
abrj-3	205	891	;	;	PUNCT
abrj-3	205	892	licensee	licensee	NOUN
abrj-3	205	893	eastern	eastern	ADJ
abrj-3	205	894	centre	centre	NOUN
abrj-3	205	895	of	of	ADP
abrj-3	205	896	science	science	NOUN
abrj-3	205	897	and	and	CCONJ
abrj-3	205	898	education	education	NOUN
abrj-3	205	899	,	,	PUNCT
abrj-3	205	900	usa	usa	PROPN
abrj-3	205	901	references	reference	NOUN
abrj-3	205	902	artzner	artzner	NOUN
abrj-3	205	903	,	,	PUNCT
abrj-3	205	904	p.	p.	PROPN
abrj-3	205	905	,	,	PUNCT
abrj-3	205	906	f.	f.	PROPN
abrj-3	205	907	delbaen	delbaen	PROPN
abrj-3	205	908	,	,	PUNCT
abrj-3	205	909	j.m	j.m	PROPN
abrj-3	205	910	.	.	PROPN
abrj-3	205	911	eber	eber	PROPN
abrj-3	205	912	and	and	CCONJ
abrj-3	205	913	d.	d.	PROPN
abrj-3	205	914	heath	heath	PROPN
abrj-3	205	915	,	,	PUNCT
abrj-3	205	916	1999	1999	NUM
abrj-3	205	917	.	.	PUNCT
abrj-3	206	1	coherent	coherent	ADJ
abrj-3	206	2	measures	measure	NOUN
abrj-3	206	3	of	of	ADP
abrj-3	206	4	risk	risk	NOUN
abrj-3	206	5	.	.	PUNCT
abrj-3	207	1	mathematical	mathematical	ADJ
abrj-3	207	2	finance	finance	NOUN
abrj-3	207	3	,	,	PUNCT
abrj-3	207	4	9(3	9(3	NUM
abrj-3	207	5	):	):	PUNCT
abrj-3	207	6	203	203	NUM
abrj-3	207	7	-	-	SYM
abrj-3	207	8	228	228	NUM
abrj-3	207	9	.	.	PUNCT
abrj-3	208	1	baker	baker	PROPN
abrj-3	208	2	,	,	PUNCT
abrj-3	208	3	s.	s.	PROPN
abrj-3	208	4	,	,	PUNCT
abrj-3	208	5	2015	2015	NUM
abrj-3	208	6	.	.	PUNCT
abrj-3	209	1	the	the	DET
abrj-3	209	2	financialization	financialization	NOUN
abrj-3	209	3	of	of	ADP
abrj-3	209	4	storable	storable	ADJ
abrj-3	209	5	commodities	commodity	NOUN
abrj-3	209	6	.	.	PUNCT
abrj-3	210	1	mcintire	mcintire	PROPN
abrj-3	210	2	school	school	PROPN
abrj-3	210	3	of	of	ADP
abrj-3	210	4	commerce	commerce	PROPN
abrj-3	210	5	university	university	PROPN
abrj-3	210	6	of	of	ADP
abrj-3	210	7	virginia	virginia	PROPN
abrj-3	210	8	working	working	PROPN
abrj-3	210	9	paper	paper	NOUN
abrj-3	210	10	:	:	PUNCT
abrj-3	210	11	1–42	1–42	PROPN
abrj-3	210	12	.	.	PUNCT
abrj-3	210	13	basak	basak	PROPN
abrj-3	210	14	,	,	PUNCT
abrj-3	210	15	s.	s.	PROPN
abrj-3	210	16	and	and	CCONJ
abrj-3	210	17	a.	a.	PROPN
abrj-3	210	18	pavlova	pavlova	PROPN
abrj-3	210	19	,	,	PUNCT
abrj-3	210	20	2016	2016	NUM
abrj-3	210	21	.	.	PUNCT
abrj-3	211	1	a	a	DET
abrj-3	211	2	model	model	NOUN
abrj-3	211	3	of	of	ADP
abrj-3	211	4	financialization	financialization	NOUN
abrj-3	211	5	of	of	ADP
abrj-3	211	6	commodities	commodity	NOUN
abrj-3	211	7	.	.	PUNCT
abrj-3	212	1	the	the	DET
abrj-3	212	2	journal	journal	PROPN
abrj-3	212	3	of	of	ADP
abrj-3	212	4	finance	finance	NOUN
abrj-3	212	5	,	,	PUNCT
abrj-3	212	6	71(4	71(4	NUM
abrj-3	212	7	):	):	PUNCT
abrj-3	212	8	1511-1556.available	1511-1556.available	NUM
abrj-3	212	9	at	at	ADP
abrj-3	212	10	:	:	PUNCT
abrj-3	212	11	https://doi.org/10.1111/jofi.12408	https://doi.org/10.1111/jofi.12408	X
abrj-3	212	12	.	.	PUNCT
abrj-3	213	1	basu	basu	PROPN
abrj-3	213	2	,	,	PUNCT
abrj-3	213	3	d.	d.	PROPN
abrj-3	213	4	and	and	CCONJ
abrj-3	213	5	j.	j.	PROPN
abrj-3	213	6	miffre	miffre	PROPN
abrj-3	213	7	,	,	PUNCT
abrj-3	213	8	2013	2013	NUM
abrj-3	213	9	.	.	PUNCT
abrj-3	214	1	capturing	capture	VERB
abrj-3	214	2	the	the	DET
abrj-3	214	3	risk	risk	NOUN
abrj-3	214	4	premium	premium	NOUN
abrj-3	214	5	of	of	ADP
abrj-3	214	6	commodity	commodity	NOUN
abrj-3	214	7	futures	future	NOUN
abrj-3	214	8	:	:	PUNCT
abrj-3	214	9	the	the	DET
abrj-3	214	10	role	role	NOUN
abrj-3	214	11	of	of	ADP
abrj-3	214	12	hedging	hedging	NOUN
abrj-3	214	13	pressure	pressure	NOUN
abrj-3	214	14	.	.	PUNCT
abrj-3	215	1	journal	journal	NOUN
abrj-3	215	2	of	of	ADP
abrj-3	215	3	banking	banking	NOUN
abrj-3	215	4	&	&	CCONJ
abrj-3	215	5	finance	finance	PROPN
abrj-3	215	6	,	,	PUNCT
abrj-3	215	7	37(7	37(7	NUM
abrj-3	215	8	):	):	PUNCT
abrj-3	215	9	2652-2664.available	2652-2664.available	ADJ
abrj-3	215	10	at	at	ADP
abrj-3	215	11	:	:	PUNCT
abrj-3	215	12	https://doi.org/10.1016/j.jbankfin.2013.02.031	https://doi.org/10.1016/j.jbankfin.2013.02.031	PROPN
abrj-3	215	13	.	.	PUNCT
abrj-3	216	1	cabedo	cabedo	PROPN
abrj-3	216	2	,	,	PUNCT
abrj-3	216	3	j.d	j.d	PROPN
abrj-3	216	4	.	.	PROPN
abrj-3	216	5	and	and	CCONJ
abrj-3	216	6	i.	i.	PROPN
abrj-3	216	7	moya	moya	PROPN
abrj-3	216	8	,	,	PUNCT
abrj-3	216	9	2003	2003	NUM
abrj-3	216	10	.	.	PUNCT
abrj-3	217	1	estimating	estimate	VERB
abrj-3	217	2	oil	oil	NOUN
abrj-3	217	3	price	price	NOUN
abrj-3	217	4	‘	'	PUNCT
abrj-3	217	5	value	value	NOUN
abrj-3	217	6	at	at	ADP
abrj-3	217	7	risk’using	risk’use	VERB
abrj-3	217	8	the	the	DET
abrj-3	217	9	historical	historical	ADJ
abrj-3	217	10	simulation	simulation	NOUN
abrj-3	217	11	approach	approach	NOUN
abrj-3	217	12	.	.	PUNCT
abrj-3	218	1	energy	energy	NOUN
abrj-3	218	2	economics	economic	NOUN
abrj-3	218	3	,	,	PUNCT
abrj-3	218	4	25(3	25(3	NUM
abrj-3	218	5	):	):	PUNCT
abrj-3	218	6	239253.available	239253.available	ADJ
abrj-3	218	7	at	at	ADP
abrj-3	218	8	:	:	PUNCT
abrj-3	218	9	https://doi.org/10.1016/s0140-9883(02)00111-1	https://doi.org/10.1016/s0140-9883(02)00111-1	PROPN
abrj-3	218	10	.	.	PUNCT
abrj-3	219	1	casassus	casassus	PROPN
abrj-3	219	2	,	,	PUNCT
abrj-3	219	3	j.	j.	PROPN
abrj-3	219	4	and	and	CCONJ
abrj-3	219	5	c.p	c.p	PROPN
abrj-3	219	6	.	.	PROPN
abrj-3	219	7	dufresne	dufresne	PROPN
abrj-3	219	8	,	,	PUNCT
abrj-3	219	9	2005	2005	NUM
abrj-3	219	10	.	.	PUNCT
abrj-3	220	1	stochastic	stochastic	ADJ
abrj-3	220	2	convenience	convenience	NOUN
abrj-3	220	3	yield	yield	NOUN
abrj-3	220	4	implied	imply	VERB
abrj-3	220	5	from	from	ADP
abrj-3	220	6	commodity	commodity	NOUN
abrj-3	220	7	futures	future	NOUN
abrj-3	220	8	and	and	CCONJ
abrj-3	220	9	interest	interest	NOUN
abrj-3	220	10	rates	rate	NOUN
abrj-3	220	11	.	.	PUNCT
abrj-3	221	1	the	the	DET
abrj-3	221	2	journal	journal	PROPN
abrj-3	221	3	of	of	ADP
abrj-3	221	4	finance	finance	NOUN
abrj-3	221	5	,	,	PUNCT
abrj-3	221	6	60(5	60(5	NOUN
abrj-3	221	7	):	):	PUNCT
abrj-3	221	8	2283-2331.available	2283-2331.available	ADJ
abrj-3	221	9	at	at	ADP
abrj-3	221	10	:	:	PUNCT
abrj-3	221	11	https://doi.org/10.1111/j.1540-6261.2005.00799.x	https://doi.org/10.1111/j.1540-6261.2005.00799.x	PROPN
abrj-3	221	12	.	.	PUNCT
abrj-3	222	1	chen	chen	PROPN
abrj-3	222	2	,	,	PUNCT
abrj-3	222	3	y.-h	y.-h	PROPN
abrj-3	222	4	.	.	PUNCT
abrj-3	223	1	and	and	CCONJ
abrj-3	223	2	a.h	a.h	PROPN
abrj-3	223	3	.	.	PROPN
abrj-3	223	4	tu	tu	PROPN
abrj-3	223	5	,	,	PUNCT
abrj-3	223	6	2013	2013	NUM
abrj-3	223	7	.	.	PUNCT
abrj-3	224	1	estimating	estimate	VERB
abrj-3	224	2	hedged	hedge	VERB
abrj-3	224	3	portfolio	portfolio	NOUN
abrj-3	224	4	value	value	NOUN
abrj-3	224	5	-	-	PUNCT
abrj-3	224	6	at	at	ADP
abrj-3	224	7	-	-	PUNCT
abrj-3	224	8	risk	risk	NOUN
abrj-3	224	9	using	use	VERB
abrj-3	224	10	the	the	DET
abrj-3	224	11	conditional	conditional	ADJ
abrj-3	224	12	copula	copula	NOUN
abrj-3	224	13	:	:	PUNCT
abrj-3	224	14	an	an	DET
abrj-3	224	15	illustration	illustration	NOUN
abrj-3	224	16	of	of	ADP
abrj-3	224	17	model	model	NOUN
abrj-3	224	18	risk	risk	NOUN
abrj-3	224	19	.	.	PUNCT
abrj-3	225	1	international	international	ADJ
abrj-3	225	2	review	review	NOUN
abrj-3	225	3	of	of	ADP
abrj-3	225	4	economics	economics	PROPN
abrj-3	225	5	&	&	CCONJ
abrj-3	225	6	finance	finance	PROPN
abrj-3	225	7	,	,	PUNCT
abrj-3	225	8	27	27	NUM
abrj-3	225	9	:	:	SYM
abrj-3	225	10	514-528.available	514-528.available	NUM
abrj-3	225	11	at	at	ADP
abrj-3	225	12	:	:	PUNCT
abrj-3	225	13	https://doi.org/10.1016/j.iref.2013.01.006	https://doi.org/10.1016/j.iref.2013.01.006	X
abrj-3	225	14	.	.	PUNCT
abrj-3	226	1	chen	chen	PROPN
abrj-3	226	2	,	,	PUNCT
abrj-3	226	3	y.	y.	PROPN
abrj-3	226	4	,	,	PUNCT
abrj-3	226	5	w.	w.	PROPN
abrj-3	226	6	härdle	härdle	PROPN
abrj-3	226	7	and	and	CCONJ
abrj-3	226	8	v.	v.	ADP
abrj-3	226	9	spokoiny	spokoiny	ADJ
abrj-3	226	10	,	,	PUNCT
abrj-3	226	11	2007	2007	NUM
abrj-3	226	12	.	.	PUNCT
abrj-3	227	1	portfolio	portfolio	NOUN
abrj-3	227	2	value	value	NOUN
abrj-3	227	3	at	at	ADP
abrj-3	227	4	risk	risk	NOUN
abrj-3	227	5	based	base	VERB
abrj-3	227	6	on	on	ADP
abrj-3	227	7	independent	independent	ADJ
abrj-3	227	8	component	component	NOUN
abrj-3	227	9	analysis	analysis	NOUN
abrj-3	227	10	.	.	PUNCT
abrj-3	228	1	journal	journal	NOUN
abrj-3	228	2	of	of	ADP
abrj-3	228	3	computational	computational	ADJ
abrj-3	228	4	and	and	CCONJ
abrj-3	228	5	applied	applied	ADJ
abrj-3	228	6	mathematics	mathematic	NOUN
abrj-3	228	7	,	,	PUNCT
abrj-3	228	8	205(1	205(1	NUM
abrj-3	228	9	):	):	PUNCT
abrj-3	228	10	594-607.available	594-607.available	ADJ
abrj-3	228	11	at	at	ADP
abrj-3	228	12	:	:	PUNCT
abrj-3	228	13	https://doi.org/10.1016/j.cam.2006.05.016	https://doi.org/10.1016/j.cam.2006.05.016	PROPN
abrj-3	228	14	.	.	PUNCT
abrj-3	229	1	creti	creti	PROPN
abrj-3	229	2	,	,	PUNCT
abrj-3	229	3	a.	a.	NOUN
abrj-3	229	4	,	,	PUNCT
abrj-3	229	5	m.	m.	NOUN
abrj-3	229	6	joëts	joëts	PROPN
abrj-3	229	7	and	and	CCONJ
abrj-3	229	8	v.	v.	ADP
abrj-3	229	9	mignon	mignon	NOUN
abrj-3	229	10	,	,	PUNCT
abrj-3	229	11	2013	2013	NUM
abrj-3	229	12	.	.	PUNCT
abrj-3	230	1	on	on	ADP
abrj-3	230	2	the	the	DET
abrj-3	230	3	links	link	NOUN
abrj-3	230	4	between	between	ADP
abrj-3	230	5	stock	stock	NOUN
abrj-3	230	6	and	and	CCONJ
abrj-3	230	7	commodity	commodity	NOUN
abrj-3	230	8	markets	market	NOUN
abrj-3	230	9	'	'	PART
abrj-3	230	10	volatility	volatility	NOUN
abrj-3	230	11	.	.	PUNCT
abrj-3	231	1	energy	energy	NOUN
abrj-3	231	2	economics	economic	NOUN
abrj-3	231	3	,	,	PUNCT
abrj-3	231	4	37	37	NUM
abrj-3	231	5	:	:	SYM
abrj-3	231	6	1628.available	1628.available	ADJ
abrj-3	231	7	at	at	ADP
abrj-3	231	8	:	:	PUNCT
abrj-3	231	9	https://doi.org/10.1016/j.eneco.2013.01.005	https://doi.org/10.1016/j.eneco.2013.01.005	X
abrj-3	231	10	.	.	PUNCT
abrj-3	232	1	danielsson	danielsson	PROPN
abrj-3	232	2	,	,	PUNCT
abrj-3	232	3	j.	j.	PROPN
abrj-3	232	4	,	,	PUNCT
abrj-3	232	5	2011	2011	NUM
abrj-3	232	6	.	.	PUNCT
abrj-3	233	1	financial	financial	ADJ
abrj-3	233	2	risk	risk	NOUN
abrj-3	233	3	forecasting	forecasting	NOUN
abrj-3	233	4	.	.	PUNCT
abrj-3	234	1	usa	usa	PROPN
abrj-3	234	2	:	:	PUNCT
abrj-3	234	3	john	john	PROPN
abrj-3	234	4	wiley	wiley	PROPN
abrj-3	234	5	&	&	CCONJ
abrj-3	234	6	sons	sons	PROPN
abrj-3	234	7	,	,	PUNCT
abrj-3	234	8	inc	inc	PROPN
abrj-3	234	9	.	.	PROPN
abrj-3	234	10	daskalaki	daskalaki	PROPN
abrj-3	234	11	,	,	PUNCT
abrj-3	234	12	c.	c.	PROPN
abrj-3	234	13	and	and	CCONJ
abrj-3	234	14	g.	g.	PROPN
abrj-3	234	15	skiadopoulos	skiadopoulos	PROPN
abrj-3	234	16	,	,	PUNCT
abrj-3	234	17	2011	2011	NUM
abrj-3	234	18	.	.	PUNCT
abrj-3	235	1	should	should	AUX
abrj-3	235	2	investors	investor	NOUN
abrj-3	235	3	include	include	VERB
abrj-3	235	4	commodities	commodity	NOUN
abrj-3	235	5	in	in	ADP
abrj-3	235	6	their	their	PRON
abrj-3	235	7	portfolios	portfolio	NOUN
abrj-3	235	8	after	after	ADV
abrj-3	235	9	all	all	ADV
abrj-3	235	10	?	?	PUNCT
abrj-3	236	1	new	new	ADJ
abrj-3	236	2	evidence	evidence	NOUN
abrj-3	236	3	.	.	PUNCT
abrj-3	237	1	journal	journal	NOUN
abrj-3	237	2	of	of	ADP
abrj-3	237	3	banking	banking	NOUN
abrj-3	237	4	&	&	CCONJ
abrj-3	237	5	finance	finance	PROPN
abrj-3	237	6	,	,	PUNCT
abrj-3	237	7	35(10	35(10	NUM
abrj-3	237	8	):	):	PUNCT
abrj-3	237	9	2606-2626.available	2606-2626.available	ADJ
abrj-3	237	10	at	at	ADP
abrj-3	237	11	:	:	PUNCT
abrj-3	237	12	https://doi.org/10.1016/j.jbankfin.2011.02.022	https://doi.org/10.1016/j.jbankfin.2011.02.022	PROPN
abrj-3	237	13	.	.	PUNCT
abrj-3	238	1	edwards	edwards	PROPN
abrj-3	238	2	,	,	PUNCT
abrj-3	238	3	f.	f.	PROPN
abrj-3	238	4	and	and	CCONJ
abrj-3	238	5	j.	j.	PROPN
abrj-3	238	6	liew	liew	PROPN
abrj-3	238	7	,	,	PUNCT
abrj-3	238	8	1999	1999	NUM
abrj-3	238	9	.	.	PUNCT
abrj-3	239	1	managed	manage	VERB
abrj-3	239	2	commodity	commodity	NOUN
abrj-3	239	3	funds	fund	NOUN
abrj-3	239	4	.	.	PUNCT
abrj-3	240	1	the	the	DET
abrj-3	240	2	journal	journal	PROPN
abrj-3	240	3	of	of	ADP
abrj-3	240	4	futures	future	NOUN
abrj-3	240	5	markets	market	NOUN
abrj-3	240	6	,	,	PUNCT
abrj-3	240	7	19(4	19(4	NUM
abrj-3	240	8	):	):	PUNCT
abrj-3	240	9	377–411.available	377–411.available	NUM
abrj-3	240	10	at	at	ADP
abrj-3	240	11	:	:	PUNCT
abrj-3	240	12	https://doi.org/10.1002/(sici)1096-9934(199906)19:4<377::aid-fut1>3.0.co;2-3	https://doi.org/10.1002/(sici)1096-9934(199906)19:4<377::aid-fut1>3.0.co;2-3	NOUN
abrj-3	240	13	.	.	PUNCT
abrj-3	241	1	ghorbel	ghorbel	PROPN
abrj-3	241	2	,	,	PUNCT
abrj-3	241	3	a.	a.	NOUN
abrj-3	241	4	and	and	CCONJ
abrj-3	241	5	a.	a.	NOUN
abrj-3	241	6	trabelsi	trabelsi	PROPN
abrj-3	241	7	,	,	PUNCT
abrj-3	241	8	2014	2014	NUM
abrj-3	241	9	.	.	PUNCT
abrj-3	242	1	energy	energy	NOUN
abrj-3	242	2	portfolio	portfolio	NOUN
abrj-3	242	3	risk	risk	NOUN
abrj-3	242	4	management	management	NOUN
abrj-3	242	5	using	use	VERB
abrj-3	242	6	time	time	NOUN
abrj-3	242	7	-	-	PUNCT
abrj-3	242	8	varying	vary	VERB
abrj-3	242	9	extreme	extreme	ADJ
abrj-3	242	10	value	value	NOUN
abrj-3	242	11	copula	copula	NOUN
abrj-3	242	12	methods	method	NOUN
abrj-3	242	13	.	.	PUNCT
abrj-3	243	1	economic	economic	ADJ
abrj-3	243	2	modelling	modelling	NOUN
abrj-3	243	3	,	,	PUNCT
abrj-3	243	4	38	38	NUM
abrj-3	243	5	:	:	SYM
abrj-3	243	6	470-485.available	470-485.available	NUM
abrj-3	243	7	at	at	ADP
abrj-3	243	8	:	:	PUNCT
abrj-3	243	9	https://doi.org/10.1016/j.econmod.2013.12.023	https://doi.org/10.1016/j.econmod.2013.12.023	PROPN
abrj-3	243	10	.	.	PUNCT
abrj-3	243	11	giot	giot	PROPN
abrj-3	243	12	,	,	PUNCT
abrj-3	243	13	p.	p.	NOUN
abrj-3	243	14	and	and	CCONJ
abrj-3	243	15	s.	s.	PROPN
abrj-3	243	16	laurent	laurent	PROPN
abrj-3	243	17	,	,	PUNCT
abrj-3	243	18	2003	2003	NUM
abrj-3	243	19	.	.	PUNCT
abrj-3	244	1	market	market	NOUN
abrj-3	244	2	risk	risk	NOUN
abrj-3	244	3	in	in	ADP
abrj-3	244	4	commodity	commodity	NOUN
abrj-3	244	5	markets	market	NOUN
abrj-3	244	6	:	:	PUNCT
abrj-3	244	7	a	a	DET
abrj-3	244	8	var	var	NOUN
abrj-3	244	9	approach	approach	NOUN
abrj-3	244	10	.	.	PUNCT
abrj-3	245	1	energy	energy	NOUN
abrj-3	245	2	economics	economic	NOUN
abrj-3	245	3	,	,	PUNCT
abrj-3	245	4	25(5	25(5	NUM
abrj-3	245	5	):	):	PUNCT
abrj-3	245	6	435-457.available	435-457.available	NUM
abrj-3	245	7	at	at	ADP
abrj-3	245	8	:	:	PUNCT
abrj-3	245	9	https://doi.org/10.1016/s0140-9883(03)00052-5	https://doi.org/10.1016/s0140-9883(03)00052-5	ADJ
abrj-3	245	10	.	.	PUNCT
abrj-3	246	1	goh	goh	PROPN
abrj-3	246	2	,	,	PUNCT
abrj-3	246	3	j.w	j.w	PROPN
abrj-3	246	4	.	.	PROPN
abrj-3	246	5	,	,	PUNCT
abrj-3	246	6	k.g	k.g	PROPN
abrj-3	246	7	.	.	PROPN
abrj-3	246	8	lim	lim	PROPN
abrj-3	246	9	,	,	PUNCT
abrj-3	246	10	m.	m.	NOUN
abrj-3	246	11	sim	sim	NOUN
abrj-3	246	12	and	and	CCONJ
abrj-3	246	13	w.	w.	PROPN
abrj-3	246	14	zhang	zhang	PROPN
abrj-3	246	15	,	,	PUNCT
abrj-3	246	16	2012	2012	NUM
abrj-3	246	17	.	.	PUNCT
abrj-3	247	1	portfolio	portfolio	NOUN
abrj-3	247	2	value	value	NOUN
abrj-3	247	3	-	-	PUNCT
abrj-3	247	4	at	at	ADP
abrj-3	247	5	-	-	PUNCT
abrj-3	247	6	risk	risk	NOUN
abrj-3	247	7	optimization	optimization	NOUN
abrj-3	247	8	for	for	ADP
abrj-3	247	9	asymmetrically	asymmetrically	ADV
abrj-3	247	10	distributed	distribute	VERB
abrj-3	247	11	asset	asset	NOUN
abrj-3	247	12	returns	return	NOUN
abrj-3	247	13	.	.	PUNCT
abrj-3	248	1	european	european	ADJ
abrj-3	248	2	journal	journal	PROPN
abrj-3	248	3	of	of	ADP
abrj-3	248	4	operational	operational	ADJ
abrj-3	248	5	research	research	NOUN
abrj-3	248	6	,	,	PUNCT
abrj-3	248	7	221(2	221(2	NUM
abrj-3	248	8	):	):	PUNCT
abrj-3	248	9	397-406.available	397-406.available	NUM
abrj-3	248	10	at	at	ADP
abrj-3	248	11	:	:	PUNCT
abrj-3	248	12	https://doi.org/10.1016/j.ejor.2012.03.012	https://doi.org/10.1016/j.ejor.2012.03.012	NOUN
abrj-3	248	13	.	.	PUNCT
abrj-3	249	1	hull	hull	PROPN
abrj-3	249	2	,	,	PUNCT
abrj-3	249	3	j.	j.	PROPN
abrj-3	249	4	,	,	PUNCT
abrj-3	249	5	2007	2007	NUM
abrj-3	249	6	.	.	PUNCT
abrj-3	250	1	risk	risk	NOUN
abrj-3	250	2	management	management	NOUN
abrj-3	250	3	and	and	CCONJ
abrj-3	250	4	financial	financial	ADJ
abrj-3	250	5	institutions	institution	NOUN
abrj-3	250	6	.	.	PUNCT
abrj-3	251	1	usa	usa	PROPN
abrj-3	251	2	:	:	PUNCT
abrj-3	251	3	prentice	prentice	PROPN
abrj-3	251	4	hall	hall	PROPN
abrj-3	251	5	.	.	PUNCT
abrj-3	252	1	hung	hung	PROPN
abrj-3	252	2	,	,	PUNCT
abrj-3	252	3	j.-c	j.-c	PROPN
abrj-3	252	4	.	.	PUNCT
abrj-3	252	5	,	,	PUNCT
abrj-3	252	6	m.-c	m.-c	PROPN
abrj-3	252	7	.	.	PUNCT
abrj-3	253	1	lee	lee	PROPN
abrj-3	253	2	and	and	CCONJ
abrj-3	253	3	h.-c	h.-c	PROPN
abrj-3	253	4	.	.	PUNCT
abrj-3	254	1	liu	liu	PROPN
abrj-3	254	2	,	,	PUNCT
abrj-3	254	3	2008	2008	NUM
abrj-3	254	4	.	.	PUNCT
abrj-3	255	1	estimation	estimation	NOUN
abrj-3	255	2	of	of	ADP
abrj-3	255	3	value	value	NOUN
abrj-3	255	4	-	-	PUNCT
abrj-3	255	5	at	at	ADP
abrj-3	255	6	-	-	PUNCT
abrj-3	255	7	risk	risk	NOUN
abrj-3	255	8	for	for	ADP
abrj-3	255	9	energy	energy	NOUN
abrj-3	255	10	commodities	commodity	NOUN
abrj-3	255	11	via	via	ADP
abrj-3	255	12	fat	fat	ADJ
abrj-3	255	13	-	-	PUNCT
abrj-3	255	14	tailed	tail	VERB
abrj-3	255	15	garch	garch	NOUN
abrj-3	255	16	models	model	NOUN
abrj-3	255	17	.	.	PUNCT
abrj-3	256	1	energy	energy	NOUN
abrj-3	256	2	economics	economic	NOUN
abrj-3	256	3	,	,	PUNCT
abrj-3	256	4	30(3	30(3	NUM
abrj-3	256	5	):	):	PUNCT
abrj-3	256	6	1173-1191.available	1173-1191.available	ADJ
abrj-3	256	7	at	at	ADP
abrj-3	256	8	:	:	PUNCT
abrj-3	256	9	https://doi.org/10.1016/j.eneco.2007.11.004	https://doi.org/10.1016/j.eneco.2007.11.004	PROPN
abrj-3	256	10	.	.	PUNCT
abrj-3	257	1	irwin	irwin	PROPN
abrj-3	257	2	,	,	PUNCT
abrj-3	257	3	s.h	s.h	PROPN
abrj-3	257	4	.	.	PROPN
abrj-3	257	5	and	and	CCONJ
abrj-3	257	6	d.r	d.r	PROPN
abrj-3	257	7	.	.	PROPN
abrj-3	257	8	sanders	sanders	PROPN
abrj-3	257	9	,	,	PUNCT
abrj-3	257	10	2011	2011	NUM
abrj-3	257	11	.	.	PUNCT
abrj-3	258	1	index	index	NOUN
abrj-3	258	2	funds	fund	NOUN
abrj-3	258	3	,	,	PUNCT
abrj-3	258	4	financialization	financialization	NOUN
abrj-3	258	5	,	,	PUNCT
abrj-3	258	6	and	and	CCONJ
abrj-3	258	7	commodity	commodity	NOUN
abrj-3	258	8	futures	future	NOUN
abrj-3	258	9	markets	market	NOUN
abrj-3	258	10	.	.	PUNCT
abrj-3	259	1	applied	apply	VERB
abrj-3	259	2	economic	economic	ADJ
abrj-3	259	3	perspectives	perspective	NOUN
abrj-3	259	4	and	and	CCONJ
abrj-3	259	5	policy	policy	NOUN
abrj-3	259	6	,	,	PUNCT
abrj-3	259	7	33(1	33(1	NUM
abrj-3	259	8	):	):	PUNCT
abrj-3	259	9	1-31.available	1-31.available	NUM
abrj-3	259	10	at	at	ADP
abrj-3	259	11	:	:	PUNCT
abrj-3	259	12	https://doi.org/10.1093/aepp/ppq032	https://doi.org/10.1093/aepp/ppq032	PROPN
abrj-3	259	13	.	.	PUNCT
abrj-3	259	14	jacks	jacks	PROPN
abrj-3	259	15	,	,	PUNCT
abrj-3	259	16	d.	d.	PROPN
abrj-3	259	17	,	,	PUNCT
abrj-3	259	18	k.	k.	PROPN
abrj-3	259	19	o’rourke	o’rourke	PROPN
abrj-3	259	20	and	and	CCONJ
abrj-3	259	21	j.	j.	PROPN
abrj-3	259	22	williamson	williamson	PROPN
abrj-3	259	23	,	,	PUNCT
abrj-3	259	24	2011	2011	NUM
abrj-3	259	25	.	.	PUNCT
abrj-3	260	1	commodity	commodity	NOUN
abrj-3	260	2	price	price	NOUN
abrj-3	260	3	volatility	volatility	NOUN
abrj-3	260	4	and	and	CCONJ
abrj-3	260	5	world	world	NOUN
abrj-3	260	6	market	market	NOUN
abrj-3	260	7	integration	integration	NOUN
abrj-3	260	8	since	since	SCONJ
abrj-3	260	9	1700	1700	NUM
abrj-3	260	10	.	.	PUNCT
abrj-3	261	1	the	the	DET
abrj-3	261	2	review	review	NOUN
abrj-3	261	3	of	of	ADP
abrj-3	261	4	economics	economic	NOUN
abrj-3	261	5	and	and	CCONJ
abrj-3	261	6	statistics	statistic	NOUN
abrj-3	261	7	,	,	PUNCT
abrj-3	261	8	93(3	93(3	NUM
abrj-3	261	9	):	):	PUNCT
abrj-3	261	10	800–813.available	800–813.available	NUM
abrj-3	261	11	at	at	ADP
abrj-3	261	12	:	:	PUNCT
abrj-3	261	13	https://doi.org/10.1162/rest_a_00091	https://doi.org/10.1162/rest_a_00091	ADJ
abrj-3	261	14	.	.	PUNCT
abrj-3	261	15	jorion	jorion	NOUN
abrj-3	261	16	,	,	PUNCT
abrj-3	261	17	p.	p.	NOUN
abrj-3	261	18	,	,	PUNCT
abrj-3	261	19	2007	2007	NUM
abrj-3	261	20	.	.	PUNCT
abrj-3	262	1	value	value	NOUN
abrj-3	262	2	-	-	PUNCT
abrj-3	262	3	at	at	ADP
abrj-3	262	4	-	-	PUNCT
abrj-3	262	5	risk	risk	NOUN
abrj-3	262	6	the	the	DET
abrj-3	262	7	new	new	ADJ
abrj-3	262	8	benchmark	benchmark	NOUN
abrj-3	262	9	for	for	ADP
abrj-3	262	10	managing	manage	VERB
abrj-3	262	11	financial	financial	ADJ
abrj-3	262	12	risk	risk	NOUN
abrj-3	262	13	.	.	PUNCT
abrj-3	263	1	3rd	3rd	ADJ
abrj-3	263	2	edn	edn	PROPN
abrj-3	263	3	.	.	PUNCT
abrj-3	264	1	,	,	PUNCT
abrj-3	264	2	usa	usa	PROPN
abrj-3	264	3	:	:	PUNCT
abrj-3	264	4	mcgraw	mcgraw	PROPN
abrj-3	264	5	-	-	PUNCT
abrj-3	264	6	hill	hill	NOUN
abrj-3	264	7	education	education	NOUN
abrj-3	264	8	.	.	PUNCT
abrj-3	265	1	ledoit	ledoit	PROPN
abrj-3	265	2	,	,	PUNCT
abrj-3	265	3	o.	o.	PROPN
abrj-3	265	4	and	and	CCONJ
abrj-3	265	5	m.	m.	PROPN
abrj-3	265	6	wolf	wolf	PROPN
abrj-3	265	7	,	,	PUNCT
abrj-3	265	8	2008	2008	NUM
abrj-3	265	9	.	.	PUNCT
abrj-3	266	1	robust	robust	ADJ
abrj-3	266	2	performance	performance	NOUN
abrj-3	266	3	hypothesis	hypothesis	NOUN
abrj-3	266	4	testing	testing	NOUN
abrj-3	266	5	with	with	ADP
abrj-3	266	6	the	the	DET
abrj-3	266	7	sharpe	sharpe	PROPN
abrj-3	266	8	ratio	ratio	PROPN
abrj-3	266	9	.	.	PUNCT
abrj-3	267	1	journal	journal	PROPN
abrj-3	267	2	of	of	ADP
abrj-3	267	3	empirical	empirical	ADJ
abrj-3	267	4	finance	finance	NOUN
abrj-3	267	5	,	,	PUNCT
abrj-3	267	6	15(5	15(5	NUM
abrj-3	267	7	):	):	PUNCT
abrj-3	267	8	850859.available	850859.available	ADJ
abrj-3	267	9	at	at	ADP
abrj-3	267	10	:	:	PUNCT
abrj-3	267	11	https://doi.org/10.1016/j.jempfin.2008.03.002	https://doi.org/10.1016/j.jempfin.2008.03.002	PROPN
abrj-3	267	12	.	.	PUNCT
abrj-3	268	1	lin	lin	PROPN
abrj-3	268	2	,	,	PUNCT
abrj-3	268	3	p.-c	p.-c	NOUN
abrj-3	268	4	.	.	PUNCT
abrj-3	269	1	and	and	CCONJ
abrj-3	269	2	p.-c	p.-c	PROPN
abrj-3	269	3	.	.	PUNCT
abrj-3	270	1	ko	ko	PROPN
abrj-3	270	2	,	,	PUNCT
abrj-3	270	3	2009	2009	NUM
abrj-3	270	4	.	.	PUNCT
abrj-3	271	1	portfolio	portfolio	NOUN
abrj-3	271	2	value	value	NOUN
abrj-3	271	3	-	-	PUNCT
abrj-3	271	4	at	at	ADP
abrj-3	271	5	-	-	PUNCT
abrj-3	271	6	risk	risk	NOUN
abrj-3	271	7	forecasting	forecasting	NOUN
abrj-3	271	8	with	with	ADP
abrj-3	271	9	ga	ga	NOUN
abrj-3	271	10	-	-	PUNCT
abrj-3	271	11	based	base	VERB
abrj-3	271	12	extreme	extreme	ADJ
abrj-3	271	13	value	value	NOUN
abrj-3	271	14	theory	theory	NOUN
abrj-3	271	15	.	.	PUNCT
abrj-3	272	1	expert	expert	NOUN
abrj-3	272	2	systems	system	NOUN
abrj-3	272	3	with	with	ADP
abrj-3	272	4	applications	application	NOUN
abrj-3	272	5	,	,	PUNCT
abrj-3	272	6	36(2	36(2	NUM
abrj-3	272	7	):	):	PUNCT
abrj-3	272	8	2503-2512.available	2503-2512.available	ADJ
abrj-3	272	9	at	at	ADP
abrj-3	272	10	:	:	PUNCT
abrj-3	272	11	https://doi.org/10.1016/j.eswa.2008.01.086	https://doi.org/10.1016/j.eswa.2008.01.086	NOUN
abrj-3	272	12	.	.	PUNCT
abrj-3	272	13	markowitz	markowitz	PROPN
abrj-3	272	14	,	,	PUNCT
abrj-3	272	15	h.	h.	PROPN
abrj-3	272	16	,	,	PUNCT
abrj-3	272	17	1952	1952	NUM
abrj-3	272	18	.	.	PUNCT
abrj-3	273	1	portfolio	portfolio	NOUN
abrj-3	273	2	selection	selection	NOUN
abrj-3	273	3	.	.	PUNCT
abrj-3	274	1	the	the	DET
abrj-3	274	2	journal	journal	PROPN
abrj-3	274	3	of	of	ADP
abrj-3	274	4	finance	finance	NOUN
abrj-3	274	5	,	,	PUNCT
abrj-3	274	6	7(1	7(1	NUM
abrj-3	274	7	):	):	PUNCT
abrj-3	274	8	77	77	NUM
abrj-3	274	9	-	-	SYM
abrj-3	274	10	91	91	NUM
abrj-3	274	11	.	.	PUNCT
abrj-3	275	1	nakaso	nakaso	PROPN
abrj-3	275	2	,	,	PUNCT
abrj-3	275	3	h.	h.	PROPN
abrj-3	275	4	,	,	PUNCT
abrj-3	275	5	2011	2011	NUM
abrj-3	275	6	.	.	PUNCT
abrj-3	276	1	report	report	NOUN
abrj-3	276	2	of	of	ADP
abrj-3	276	3	the	the	DET
abrj-3	276	4	g-20	g-20	PROPN
abrj-3	276	5	study	study	NOUN
abrj-3	276	6	group	group	NOUN
abrj-3	276	7	of	of	ADP
abrj-3	276	8	commodities	commodity	NOUN
abrj-3	276	9	.	.	PUNCT
abrj-3	277	1	g-20	g-20	NOUN
abrj-3	277	2	.	.	PUNCT
abrj-3	278	1	november	november	PROPN
abrj-3	278	2	:	:	PUNCT
abrj-3	279	1	1	1	NUM
abrj-3	279	2	-	-	SYM
abrj-3	279	3	67	67	NUM
abrj-3	279	4	.	.	PUNCT
abrj-3	279	5	available	available	ADJ
abrj-3	279	6	from	from	ADP
abrj-3	279	7	https://www.cmegroup.com/education/files/g20nakaso-november202011.pdf	https://www.cmegroup.com/education/files/g20nakaso-november202011.pdf	PROPN
abrj-3	279	8	.	.	PUNCT
abrj-3	279	9	narayan	narayan	PROPN
abrj-3	279	10	,	,	PUNCT
abrj-3	279	11	p.k	p.k	PROPN
abrj-3	279	12	.	.	PROPN
abrj-3	279	13	,	,	PUNCT
abrj-3	279	14	s.	s.	PROPN
abrj-3	279	15	narayan	narayan	PROPN
abrj-3	279	16	and	and	CCONJ
abrj-3	279	17	s.s	s.s	PROPN
abrj-3	279	18	.	.	PROPN
abrj-3	279	19	sharma	sharma	PROPN
abrj-3	279	20	,	,	PUNCT
abrj-3	279	21	2013	2013	NUM
abrj-3	279	22	.	.	PUNCT
abrj-3	280	1	an	an	DET
abrj-3	280	2	analysis	analysis	NOUN
abrj-3	280	3	of	of	ADP
abrj-3	280	4	commodity	commodity	NOUN
abrj-3	280	5	markets	market	NOUN
abrj-3	280	6	:	:	PUNCT
abrj-3	280	7	what	what	PRON
abrj-3	280	8	gain	gain	NOUN
abrj-3	280	9	for	for	ADP
abrj-3	280	10	investors	investor	NOUN
abrj-3	280	11	?	?	PUNCT
abrj-3	281	1	journal	journal	NOUN
abrj-3	281	2	of	of	ADP
abrj-3	281	3	banking	banking	NOUN
abrj-3	281	4	&	&	CCONJ
abrj-3	281	5	finance	finance	PROPN
abrj-3	281	6	,	,	PUNCT
abrj-3	281	7	37(10	37(10	NUM
abrj-3	281	8	):	):	PUNCT
abrj-3	281	9	3878-3889.available	3878-3889.available	NUM
abrj-3	281	10	at	at	ADP
abrj-3	281	11	:	:	PUNCT
abrj-3	281	12	https://doi.org/10.1016/j.jbankfin.2013.07.009	https://doi.org/10.1016/j.jbankfin.2013.07.009	NOUN
abrj-3	281	13	.	.	PUNCT
abrj-3	282	1	palomba	palomba	NOUN
abrj-3	282	2	,	,	PUNCT
abrj-3	282	3	g.	g.	PROPN
abrj-3	282	4	and	and	CCONJ
abrj-3	282	5	l.	l.	PROPN
abrj-3	282	6	riccetti	riccetti	PROPN
abrj-3	282	7	,	,	PUNCT
abrj-3	282	8	2012	2012	NUM
abrj-3	282	9	.	.	PUNCT
abrj-3	283	1	portfolio	portfolio	NOUN
abrj-3	283	2	frontiers	frontier	NOUN
abrj-3	283	3	with	with	ADP
abrj-3	283	4	restrictions	restriction	NOUN
abrj-3	283	5	to	to	ADP
abrj-3	283	6	tracking	track	VERB
abrj-3	283	7	error	error	NOUN
abrj-3	283	8	volatility	volatility	NOUN
abrj-3	283	9	and	and	CCONJ
abrj-3	283	10	value	value	NOUN
abrj-3	283	11	at	at	ADP
abrj-3	283	12	risk	risk	NOUN
abrj-3	283	13	.	.	PUNCT
abrj-3	284	1	journal	journal	NOUN
abrj-3	284	2	of	of	ADP
abrj-3	284	3	banking	banking	NOUN
abrj-3	284	4	&	&	CCONJ
abrj-3	284	5	finance	finance	PROPN
abrj-3	284	6	,	,	PUNCT
abrj-3	284	7	36(9	36(9	NUM
abrj-3	284	8	):	):	PUNCT
abrj-3	284	9	2604-2615.available	2604-2615.available	NUM
abrj-3	284	10	at	at	ADP
abrj-3	284	11	:	:	PUNCT
abrj-3	284	12	https://doi.org/10.1016/j.jbankfin.2012.05.014	https://doi.org/10.1016/j.jbankfin.2012.05.014	NOUN
abrj-3	284	13	.	.	PUNCT
abrj-3	285	1	plantier	plantier	PROPN
abrj-3	285	2	,	,	PUNCT
abrj-3	285	3	l.	l.	PROPN
abrj-3	285	4	,	,	PUNCT
abrj-3	285	5	2012	2012	NUM
abrj-3	285	6	.	.	PUNCT
abrj-3	286	1	commodity	commodity	NOUN
abrj-3	286	2	markets	market	NOUN
abrj-3	286	3	and	and	CCONJ
abrj-3	286	4	commodity	commodity	NOUN
abrj-3	286	5	mutual	mutual	ADJ
abrj-3	286	6	funds	fund	NOUN
abrj-3	286	7	.	.	PUNCT
abrj-3	287	1	ici	ici	PROPN
abrj-3	287	2	research	research	PROPN
abrj-3	287	3	perspective	perspective	PROPN
abrj-3	287	4	,	,	PUNCT
abrj-3	287	5	18(3	18(3	NUM
abrj-3	287	6	):	):	PUNCT
abrj-3	287	7	1	1	NUM
abrj-3	287	8	-	-	SYM
abrj-3	287	9	32	32	NUM
abrj-3	287	10	.	.	PUNCT
abrj-3	288	1	rossi	rossi	PROPN
abrj-3	288	2	,	,	PUNCT
abrj-3	288	3	b.	b.	PROPN
abrj-3	288	4	,	,	PUNCT
abrj-3	288	5	2012	2012	NUM
abrj-3	288	6	.	.	PUNCT
abrj-3	289	1	the	the	DET
abrj-3	289	2	changing	change	VERB
abrj-3	289	3	relationship	relationship	NOUN
abrj-3	289	4	between	between	ADP
abrj-3	289	5	commodity	commodity	NOUN
abrj-3	289	6	prices	price	NOUN
abrj-3	289	7	and	and	CCONJ
abrj-3	289	8	equity	equity	NOUN
abrj-3	289	9	prices	price	NOUN
abrj-3	289	10	in	in	ADP
abrj-3	289	11	commodity	commodity	NOUN
abrj-3	289	12	exporting	export	VERB
abrj-3	289	13	countries	country	NOUN
abrj-3	289	14	.	.	PUNCT
abrj-3	290	1	imf	imf	PROPN
abrj-3	290	2	economic	economic	PROPN
abrj-3	290	3	review	review	PROPN
abrj-3	290	4	,	,	PUNCT
abrj-3	290	5	60(4	60(4	NUM
abrj-3	290	6	):	):	PUNCT
abrj-3	290	7	533	533	NUM
abrj-3	290	8	-	-	SYM
abrj-3	290	9	569	569	NUM
abrj-3	290	10	.	.	PUNCT
abrj-3	291	1	routledge	routledge	PROPN
abrj-3	291	2	,	,	PUNCT
abrj-3	291	3	b.r	b.r	PROPN
abrj-3	291	4	.	.	PROPN
abrj-3	291	5	,	,	PUNCT
abrj-3	291	6	d.j	d.j	PROPN
abrj-3	291	7	.	.	PROPN
abrj-3	291	8	seppi	seppi	PROPN
abrj-3	291	9	and	and	CCONJ
abrj-3	291	10	c.s	c.s	PROPN
abrj-3	291	11	.	.	PROPN
abrj-3	291	12	spatt	spatt	PROPN
abrj-3	291	13	,	,	PUNCT
abrj-3	291	14	2000	2000	NUM
abrj-3	291	15	.	.	PUNCT
abrj-3	292	1	equilibrium	equilibrium	NOUN
abrj-3	292	2	forward	forward	ADV
abrj-3	292	3	curves	curve	NOUN
abrj-3	292	4	for	for	ADP
abrj-3	292	5	commodities	commodity	NOUN
abrj-3	292	6	.	.	PUNCT
abrj-3	293	1	the	the	DET
abrj-3	293	2	journal	journal	NOUN
abrj-3	293	3	of	of	ADP
abrj-3	293	4	finance	finance	NOUN
abrj-3	293	5	,	,	PUNCT
abrj-3	293	6	55(3	55(3	NUM
abrj-3	293	7	):	):	PUNCT
abrj-3	293	8	12971338.available	12971338.available	ADJ
abrj-3	293	9	at	at	ADP
abrj-3	293	10	:	:	PUNCT
abrj-3	293	11	https://doi.org/10.1111/0022-1082.00248	https://doi.org/10.1111/0022-1082.00248	PROPN
abrj-3	293	12	.	.	PUNCT
abrj-3	294	1	siburg	siburg	PROPN
abrj-3	294	2	,	,	PUNCT
abrj-3	294	3	k.f	k.f	PROPN
abrj-3	294	4	.	.	PROPN
abrj-3	294	5	,	,	PUNCT
abrj-3	294	6	p.	p.	PROPN
abrj-3	294	7	stoimenov	stoimenov	PROPN
abrj-3	294	8	and	and	CCONJ
abrj-3	294	9	g.n	g.n	PROPN
abrj-3	294	10	.	.	PROPN
abrj-3	294	11	weiß	weiß	PROPN
abrj-3	294	12	,	,	PUNCT
abrj-3	294	13	2015	2015	NUM
abrj-3	294	14	.	.	PUNCT
abrj-3	295	1	forecasting	forecast	VERB
abrj-3	295	2	portfolio	portfolio	NOUN
abrj-3	295	3	-	-	PUNCT
abrj-3	295	4	value	value	NOUN
abrj-3	295	5	-	-	PUNCT
abrj-3	295	6	at	at	ADP
abrj-3	295	7	-	-	PUNCT
abrj-3	295	8	risk	risk	NOUN
abrj-3	295	9	with	with	ADP
abrj-3	295	10	nonparametric	nonparametric	NOUN
abrj-3	295	11	lower	low	ADJ
abrj-3	295	12	tail	tail	NOUN
abrj-3	295	13	dependence	dependence	NOUN
abrj-3	295	14	estimates	estimate	NOUN
abrj-3	295	15	.	.	PUNCT
abrj-3	296	1	journal	journal	NOUN
abrj-3	296	2	of	of	ADP
abrj-3	296	3	banking	banking	NOUN
abrj-3	296	4	&	&	CCONJ
abrj-3	296	5	finance	finance	PROPN
abrj-3	296	6	,	,	PUNCT
abrj-3	296	7	54	54	NUM
abrj-3	296	8	:	:	SYM
abrj-3	296	9	129-140.available	129-140.available	NUM
abrj-3	296	10	at	at	ADP
abrj-3	296	11	:	:	PUNCT
abrj-3	296	12	https://doi.org/10.1016/j.jbankfin.2015.01.012	https://doi.org/10.1016/j.jbankfin.2015.01.012	PROPN
abrj-3	296	13	.	.	PUNCT
abrj-3	297	1	stoll	stoll	PROPN
abrj-3	297	2	,	,	PUNCT
abrj-3	297	3	h.	h.	PROPN
abrj-3	297	4	and	and	CCONJ
abrj-3	297	5	r.	r.	PROPN
abrj-3	297	6	whaley	whaley	PROPN
abrj-3	297	7	,	,	PUNCT
abrj-3	297	8	2010	2010	NUM
abrj-3	297	9	.	.	PUNCT
abrj-3	298	1	commodity	commodity	NOUN
abrj-3	298	2	index	index	NOUN
abrj-3	298	3	investing	investing	NOUN
abrj-3	298	4	and	and	CCONJ
abrj-3	298	5	commodity	commodity	NOUN
abrj-3	298	6	futures	future	NOUN
abrj-3	298	7	prices	price	NOUN
abrj-3	298	8	.	.	PUNCT
abrj-3	299	1	journal	journal	NOUN
abrj-3	299	2	of	of	ADP
abrj-3	299	3	applied	apply	VERB
abrj-3	299	4	finance	finance	NOUN
abrj-3	299	5	,	,	PUNCT
abrj-3	299	6	20(1	20(1	NUM
abrj-3	299	7	):	):	PUNCT
abrj-3	299	8	7–46	7–46	PROPN
abrj-3	299	9	.	.	PUNCT
abrj-3	299	10	tang	tang	PROPN
abrj-3	299	11	,	,	PUNCT
abrj-3	299	12	k.	k.	PROPN
abrj-3	299	13	and	and	CCONJ
abrj-3	299	14	w.	w.	PROPN
abrj-3	299	15	xiong	xiong	PROPN
abrj-3	299	16	,	,	PUNCT
abrj-3	299	17	2012	2012	NUM
abrj-3	299	18	.	.	PUNCT
abrj-3	300	1	index	index	NOUN
abrj-3	300	2	investment	investment	NOUN
abrj-3	300	3	and	and	CCONJ
abrj-3	300	4	the	the	DET
abrj-3	300	5	financialization	financialization	NOUN
abrj-3	300	6	of	of	ADP
abrj-3	300	7	commodities	commodity	NOUN
abrj-3	300	8	.	.	PUNCT
abrj-3	301	1	financial	financial	ADJ
abrj-3	301	2	analysts	analyst	NOUN
abrj-3	301	3	journal	journal	NOUN
abrj-3	301	4	,	,	PUNCT
abrj-3	301	5	68(6	68(6	NOUN
abrj-3	301	6	):	):	PUNCT
abrj-3	301	7	54-74.available	54-74.available	ADJ
abrj-3	301	8	at	at	ADP
abrj-3	301	9	:	:	PUNCT
abrj-3	301	10	https://doi.org/10.2469/faj.v68.n6.5	https://doi.org/10.2469/faj.v68.n6.5	NUM
abrj-3	301	11	.	.	PUNCT
abrj-3	302	1	vivian	vivian	PROPN
abrj-3	302	2	,	,	PUNCT
abrj-3	302	3	a.	a.	NOUN
abrj-3	302	4	and	and	CCONJ
abrj-3	302	5	m.e	m.e	PROPN
abrj-3	302	6	.	.	PROPN
abrj-3	302	7	wohar	wohar	PROPN
abrj-3	302	8	,	,	PUNCT
abrj-3	302	9	2012	2012	NUM
abrj-3	302	10	.	.	PUNCT
abrj-3	303	1	commodity	commodity	NOUN
abrj-3	303	2	volatility	volatility	NOUN
abrj-3	303	3	breaks	break	NOUN
abrj-3	303	4	.	.	PUNCT
abrj-3	304	1	journal	journal	PROPN
abrj-3	304	2	of	of	ADP
abrj-3	304	3	international	international	ADJ
abrj-3	304	4	financial	financial	ADJ
abrj-3	304	5	markets	market	NOUN
abrj-3	304	6	,	,	PUNCT
abrj-3	304	7	institutions	institution	NOUN
abrj-3	304	8	and	and	CCONJ
abrj-3	304	9	money	money	NOUN
abrj-3	304	10	,	,	PUNCT
abrj-3	304	11	22(2	22(2	NUM
abrj-3	304	12	):	):	PUNCT
abrj-3	304	13	395	395	NUM
abrj-3	304	14	-	-	SYM
abrj-3	304	15	422	422	NUM
abrj-3	304	16	.	.	PUNCT
abrj-3	305	1	you	you	PRON
abrj-3	305	2	,	,	PUNCT
abrj-3	305	3	l.	l.	PROPN
abrj-3	305	4	and	and	CCONJ
abrj-3	305	5	r.t	r.t	PROPN
abrj-3	305	6	.	.	PROPN
abrj-3	305	7	daigler	daigler	PROPN
abrj-3	305	8	,	,	PUNCT
abrj-3	305	9	2013	2013	NUM
abrj-3	305	10	.	.	PUNCT
abrj-3	306	1	am	be	AUX
abrj-3	306	2	arkowitz	arkowitz	ADJ
abrj-3	306	3	optimization	optimization	NOUN
abrj-3	306	4	of	of	ADP
abrj-3	306	5	commodity	commodity	NOUN
abrj-3	306	6	futures	future	NOUN
abrj-3	306	7	portfolios	portfolio	NOUN
abrj-3	306	8	.	.	PUNCT
abrj-3	307	1	journal	journal	PROPN
abrj-3	307	2	of	of	ADP
abrj-3	307	3	futures	future	NOUN
abrj-3	307	4	markets	market	NOUN
abrj-3	307	5	,	,	PUNCT
abrj-3	307	6	33(4	33(4	NUM
abrj-3	307	7	):	):	PUNCT
abrj-3	307	8	343368.available	343368.available	ADJ
abrj-3	307	9	at	at	ADP
abrj-3	307	10	:	:	PUNCT
abrj-3	308	1	https://doi.org/10.1002/fut.21553	https://doi.org/10.1002/fut.21553	PROPN
abrj-3	308	2	.	.	PUNCT
abrj-3	308	3	citation	citation	NOUN
abrj-3	308	4	|	|	ADV
abrj-3	308	5	rangga	rangga	NOUN
abrj-3	308	6	handika	handika	NOUN
abrj-3	308	7	;	;	PUNCT
abrj-3	308	8	mahjus	mahju	VERB
abrj-3	308	9	ekananda	ekananda	NOUN
abrj-3	308	10	(	(	PUNCT
abrj-3	308	11	2019	2019	NUM
abrj-3	308	12	)	)	PUNCT
abrj-3	308	13	.	.	PUNCT
abrj-3	309	1	benefits	benefit	NOUN
abrj-3	309	2	and	and	CCONJ
abrj-3	309	3	consequences	consequence	NOUN
abrj-3	309	4	of	of	ADP
abrj-3	309	5	diversification	diversification	NOUN
abrj-3	309	6	:	:	PUNCT
abrj-3	309	7	evidence	evidence	NOUN
abrj-3	309	8	from	from	ADP
abrj-3	309	9	financialzed	financialze	VERB
abrj-3	309	10	commodity	commodity	NOUN
abrj-3	309	11	portfolios	portfolio	NOUN
abrj-3	309	12	.	.	PUNCT
abrj-3	310	1	asian	asian	ADJ
abrj-3	310	2	business	business	PROPN
abrj-3	310	3	research	research	NOUN
abrj-3	310	4	journal	journal	NOUN
abrj-3	310	5	,	,	PUNCT
abrj-3	310	6	4	4	NUM
abrj-3	310	7	:	:	SYM
abrj-3	310	8	17	17	NUM
abrj-3	310	9	-	-	SYM
abrj-3	310	10	28	28	NUM
abrj-3	310	11	.	.	PUNCT
abrj-3	311	1	history	history	NOUN
abrj-3	311	2	:	:	PUNCT
abrj-3	311	3	received	receive	VERB
abrj-3	311	4	:	:	PUNCT
abrj-3	311	5	5	5	NUM
abrj-3	311	6	june	june	PROPN
abrj-3	311	7	2019	2019	NUM
abrj-3	311	8	revised	revise	VERB
abrj-3	311	9	:	:	PUNCT
abrj-3	311	10	8	8	NUM
abrj-3	311	11	july	july	PROPN
abrj-3	311	12	2019	2019	NUM
abrj-3	311	13	accepted	accept	VERB
abrj-3	311	14	:	:	PUNCT
abrj-3	311	15	12	12	NUM
abrj-3	311	16	august	august	PROPN
abrj-3	311	17	2019	2019	NUM
abrj-3	311	18	published	publish	VERB
abrj-3	311	19	:	:	PUNCT
abrj-3	311	20	3	3	NUM
abrj-3	311	21	september	september	PROPN
abrj-3	311	22	2019	2019	NUM
abrj-3	311	23	licensed	license	VERB
abrj-3	311	24	:	:	PUNCT
abrj-3	311	25	this	this	DET
abrj-3	311	26	work	work	NOUN
abrj-3	311	27	is	be	AUX
abrj-3	311	28	licensed	license	VERB
abrj-3	311	29	under	under	ADP
abrj-3	311	30	a	a	DET
abrj-3	311	31	creative	creative	ADJ
abrj-3	311	32	commons	common	NOUN
abrj-3	311	33	attribution	attribution	NOUN
abrj-3	311	34	3.0	3.0	NUM
abrj-3	311	35	license	license	NOUN
abrj-3	311	36	publisher	publisher	NOUN
abrj-3	311	37	:	:	PUNCT
abrj-3	311	38	eastern	eastern	ADJ
abrj-3	311	39	centre	centre	NOUN
abrj-3	311	40	of	of	ADP
abrj-3	311	41	science	science	NOUN
abrj-3	311	42	and	and	CCONJ
abrj-3	311	43	education	education	NOUN
abrj-3	311	44	acknowledgement	acknowledgement	NOUN
abrj-3	311	45	:	:	PUNCT
abrj-3	311	46	both	both	DET
abrj-3	311	47	authors	author	NOUN
abrj-3	311	48	contributed	contribute	VERB
abrj-3	311	49	to	to	ADP
abrj-3	311	50	the	the	DET
abrj-3	311	51	conception	conception	NOUN
abrj-3	311	52	and	and	CCONJ
abrj-3	311	53	design	design	NOUN
abrj-3	311	54	of	of	ADP
abrj-3	311	55	the	the	DET
abrj-3	311	56	study	study	NOUN
abrj-3	311	57	.	.	PUNCT
abrj-3	312	1	funding	funding	NOUN
abrj-3	312	2	:	:	PUNCT
abrj-3	312	3	this	this	DET
abrj-3	312	4	study	study	NOUN
abrj-3	312	5	received	receive	VERB
abrj-3	312	6	no	no	DET
abrj-3	312	7	specific	specific	ADJ
abrj-3	312	8	financial	financial	ADJ
abrj-3	312	9	support	support	NOUN
abrj-3	312	10	.	.	PUNCT
abrj-3	313	1	competing	compete	VERB
abrj-3	313	2	interests	interest	NOUN
abrj-3	313	3	:	:	PUNCT
abrj-3	313	4	the	the	DET
abrj-3	313	5	authors	author	NOUN
abrj-3	313	6	declare	declare	VERB
abrj-3	313	7	that	that	SCONJ
abrj-3	313	8	they	they	PRON
abrj-3	313	9	have	have	VERB
abrj-3	313	10	no	no	DET
abrj-3	313	11	conflict	conflict	NOUN
abrj-3	313	12	of	of	ADP
abrj-3	313	13	interests	interest	NOUN
abrj-3	313	14	.	.	PUNCT
abrj-3	314	1	transparency	transparency	NOUN
abrj-3	314	2	:	:	PUNCT
abrj-3	314	3	the	the	DET
abrj-3	314	4	authors	author	NOUN
abrj-3	314	5	confirm	confirm	VERB
abrj-3	314	6	that	that	SCONJ
abrj-3	314	7	the	the	DET
abrj-3	314	8	manuscript	manuscript	NOUN
abrj-3	314	9	is	be	AUX
abrj-3	314	10	an	an	DET
abrj-3	314	11	honest	honest	ADJ
abrj-3	314	12	,	,	PUNCT
abrj-3	314	13	accurate	accurate	ADJ
abrj-3	314	14	,	,	PUNCT
abrj-3	314	15	and	and	CCONJ
abrj-3	314	16	transparent	transparent	ADJ
abrj-3	314	17	account	account	NOUN
abrj-3	314	18	of	of	ADP
abrj-3	314	19	the	the	DET
abrj-3	314	20	study	study	NOUN
abrj-3	314	21	was	be	AUX
abrj-3	314	22	reported	report	VERB
abrj-3	314	23	;	;	PUNCT
abrj-3	314	24	that	that	SCONJ
abrj-3	314	25	no	no	DET
abrj-3	314	26	vital	vital	ADJ
abrj-3	314	27	features	feature	NOUN
abrj-3	314	28	of	of	ADP
abrj-3	314	29	the	the	DET
abrj-3	314	30	study	study	NOUN
abrj-3	314	31	have	have	AUX
abrj-3	314	32	been	be	AUX
abrj-3	314	33	omitted	omit	VERB
abrj-3	314	34	;	;	PUNCT
abrj-3	314	35	and	and	CCONJ
abrj-3	314	36	that	that	SCONJ
abrj-3	314	37	any	any	DET
abrj-3	314	38	discrepancies	discrepancy	NOUN
abrj-3	314	39	from	from	ADP
abrj-3	314	40	the	the	DET
abrj-3	314	41	study	study	NOUN
abrj-3	314	42	as	as	SCONJ
abrj-3	314	43	planned	plan	VERB
abrj-3	314	44	have	have	AUX
abrj-3	314	45	been	be	AUX
abrj-3	314	46	explained	explain	VERB
abrj-3	314	47	.	.	PUNCT
abrj-3	315	1	ethical	ethical	ADJ
abrj-3	315	2	:	:	PUNCT
abrj-3	315	3	this	this	DET
abrj-3	315	4	study	study	NOUN
abrj-3	315	5	follows	follow	VERB
abrj-3	315	6	all	all	DET
abrj-3	315	7	ethical	ethical	ADJ
abrj-3	315	8	practices	practice	NOUN
abrj-3	315	9	during	during	ADP
abrj-3	315	10	writing	writing	NOUN
abrj-3	315	11	.	.	PUNCT
abrj-3	316	1	eastern	eastern	ADJ
abrj-3	316	2	centre	centre	PROPN
abrj-3	316	3	of	of	ADP
abrj-3	316	4	science	science	NOUN
abrj-3	316	5	and	and	CCONJ
abrj-3	316	6	education	education	NOUN
abrj-3	316	7	is	be	AUX
abrj-3	316	8	not	not	PART
abrj-3	316	9	responsible	responsible	ADJ
abrj-3	316	10	or	or	CCONJ
abrj-3	316	11	answerable	answerable	ADJ
abrj-3	316	12	for	for	ADP
abrj-3	316	13	any	any	DET
abrj-3	316	14	loss	loss	NOUN
abrj-3	316	15	,	,	PUNCT
abrj-3	316	16	damage	damage	NOUN
abrj-3	316	17	or	or	CCONJ
abrj-3	316	18	liability	liability	NOUN
abrj-3	316	19	,	,	PUNCT
abrj-3	316	20	etc	etc	X
abrj-3	316	21	.	.	X
abrj-3	316	22	caused	cause	VERB
abrj-3	316	23	in	in	ADP
abrj-3	316	24	relation	relation	NOUN
abrj-3	316	25	to	to	PART
abrj-3	316	26	/	/	PUNCT
abrj-3	316	27	arising	arise	VERB
abrj-3	316	28	out	out	ADP
abrj-3	316	29	of	of	ADP
abrj-3	316	30	the	the	DET
abrj-3	316	31	use	use	NOUN
abrj-3	316	32	of	of	ADP
abrj-3	316	33	the	the	DET
abrj-3	316	34	content	content	NOUN
abrj-3	316	35	.	.	PUNCT
abrj-3	317	1	any	any	DET
abrj-3	317	2	queries	query	NOUN
abrj-3	317	3	should	should	AUX
abrj-3	317	4	be	be	AUX
abrj-3	317	5	directed	direct	VERB
abrj-3	317	6	to	to	ADP
abrj-3	317	7	the	the	DET
abrj-3	317	8	corresponding	corresponding	ADJ
abrj-3	317	9	author	author	NOUN
abrj-3	317	10	of	of	ADP
abrj-3	317	11	the	the	DET
abrj-3	317	12	article	article	NOUN
abrj-3	317	13	.	.	PUNCT
abrj-3	318	1	http://creativecommons.org/licenses/by/3.0/	http://creativecommons.org/licenses/by/3.0/	PROPN
abrj-3	318	2	http://creativecommons.org/licenses/by/3.0/	http://creativecommons.org/licenses/by/3.0/	PROPN