Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices-Reference-Cited by-同舟云学术

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Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices

Published:2022-05-09 Issue:2 Volume:70 Page:139-152
ISSN:0008-3976
Container-title:Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie
language:en
Short-container-title:Canadian J Agri Economics

Author:

Maples Joshua G.¹,Brorsen B. Wade²^ORCID

Affiliation:

1. Department of Agricultural Economics Mississippi State University Mississippi State Mississippi USA

2. Department of Agricultural Economics Oklahoma State University Stillwater Oklahoma USA

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science,Animal Science and Zoology,Ecology,Global and Planetary Change

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/cjag.12306

Reference75 articles.

1. OVER-REACTIONS IN US AGRICULTURAL COMMODITY PRICES

2. THE IMPACT OF PRICE VARIABILITY ON CASH/FUTURES MARKET RELATIONSHIPS: IMPLICATIONS FOR MARKET EFFICIENCY AND PRICE DISCOVERY

3. U.S. corn exports: the role of the exchange rate

4. Cointegration and market efficiency in commodities futures markets

5. Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat;Intelligent Systems in Accounting, Finance and Management;2022-07

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