Non-linearities in the relationship of agricultural futures prices
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Agricultural and Biological Sciences (miscellaneous)
Link
http://academic.oup.com/erae/article-pdf/41/1/1/1419852/jbt015.pdf
Reference71 articles.
1. EFFICIENCY TESTS OF FUTURES MARKETS FOR UK AGRICULTURAL COMMODITIES
2. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
3. The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
4. An empirical analysis of risk premia in futures markets
5. Risk and Return in Commodity Futures
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