Price discovery dynamics in European agricultural markets

Author:

Adämmer Philipp1ORCID,Bohl Martin T.2

Affiliation:

1. Department of Mathematics/Statistics, Chair of Applied Stochastics and Risk Management; Helmut Schmidt University; Hamburg Germany

2. Department of Economics, Chair of Monetary Economics; University of Münster; Münster Germany

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference45 articles.

1. Price discovery in thinly traded futures markets. How thin is too thin;Adämmer;Journal of Futures Markets,2015

2. Price discovery and investor structure in stock index futures;Bohl;Journal of Futures Markets,2011

3. The pricing of commodity contracts;Black;Journal of Financial Economics,1976

4. A capital asset pricing model with time-varying covariances;Bollerslev;Journal of Political Economy,1988

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