Cointegration and settlement of commodity futures contracts
Kenneth A. Foster; Arthur M. Havenner
| Year of publication: |
1999
|
|---|---|
| Authors: | Foster, Kenneth Alan ; Havenner, Arthur |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 3.1999, 2, p. 226-242
|
| Subject: | Rohstoffderivat | Commodity derivative | Kointegration | Cointegration | Rohstoffpreis | Commodity price | Index | Index number | Stochastischer Prozess | Stochastic process | Regionaler Preisindex | Regional price index | Rinder | Cattle | USA | United States | 1983-1987 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Macroeconomic dynamics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001618325