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Dependence in commodity prices

Published:1992-08 Issue:4 Volume:12 Page:429-446
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Peterson Richard L.,Ma Christopher K.,Ritchey Robert J.

Publisher

Wiley

Subject

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

Reference58 articles.

1. Price Movements in Speculative Markets: Trends or Random Walks;Alexander;Industrial Management Review,1961

2. Black , F. 1989 Mean Reversion and Consumption Smoothing.

3. Boughton , J. Branson , W. 1988 Commodity Prices As A Leading Indicator of Inflation

4. Cointegration and Tests of Present Value Models;Campbell;Journal of Political Economy,1987

5. Campbell , J. Shiller , R. 1988 Stock Prices, Earnings and Expected Dividends.

Cited by 18 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. Probability weighting in commodity futures markets;Journal of Futures Markets;2023-02-08

2. Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices;Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie;2022-05-09

3. Commodities momentum: A behavioral perspective;Journal of Banking & Finance;2016-11

4. An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion;Agricultural Finance Review;2016-05-03

5. Price Mean Reversion, Seasonality, and Options Markets;American Journal of Agricultural Economics;2015-08-17

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