Cointegration and price discovery in US corn cash and futures markets
Year of publication: |
December 2018
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Authors: | Xu, Xiaojie |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 4, p. 1889-1923
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Subject: | Corn | Cash | Futures | Cointegration | Price discovery | Forecasting | Kointegration | USA | United States | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Maismarkt | Maize market | Mais | Maize | Börsenkurs | Share price | Index-Futures | Index futures | Sojabohne | Soybean | Prognoseverfahren | Forecasting model | Preis | Price | Theorie | Theory |
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