Price discovery in commodity markets
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504851.2012.709590
Reference21 articles.
1. Structural Breaks and the Relationship between Barley and Wheat Futures Prices on the London International Financial Futures Exchange
2. Efficient Tests for an Autoregressive Unit Root
3. A selected review of agricultural commodity futures and options markets
4. The information content of implied volatility in agricultural commodity markets
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