Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-04172-3.pdf
Reference31 articles.
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3. Bhatia, V., Das, D., Tiwari, A. K., Shahbaz, M., & Hasim, H. M. (2018). Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. Resources Policy, 55, 244–252.
4. Bohl, M. T., Siklos, P. L., Stefan, M., & Wellenreuther, C. (2020). Price discovery in agricultural commodity markets: Do speculators contribute?. Journal of Commodity Markets, 18, 100092.
5. Bopp, A. E., & Sitzer, S. (1987). Are petroleum futures prices good predictors of cash value?. The Journal of Futures Markets (1986–1998), 19(4), 705.
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