Linkages Among Commodity Futures Markets and Dynamic Welfare Analysis
نویسندگان
چکیده
منابع مشابه
Linkages among agricultural commodity futures prices: evidence from Tokyo
Malliaris and Urrutia (1996) use cointegration to analyse the prices of agricultural commodity futures contracts traded on the Chicago Board of Trade (CBOT). They ® nd a long-run relationship among US grown corn, wheat, oat, soybean, soybean meal and soybean oil futures prices and assert that this empirical ® nding is consistent with two alternative hypotheses. The ® rst is that common economic...
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ژورنال
عنوان ژورنال: The Review of Economics and Statistics
سال: 1990
ISSN: 0034-6535
DOI: 10.2307/2109603