Commodity price comovement and financial speculation : the case of cotton
Joseph P. Janzen, Aaron Smith, and Colin A. Carter
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Janzen, Joseph P. ; Smith, Aaron D. ; Carter, Colin Andre |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 100.2018, 1, p. 264-285
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| Subject: | Commodity prices | index traders | financialization | speculation | cotton | comovement | structural VAR | Spekulation | Speculation | Rohstoffpreis | Commodity price | Baumwolle | Cotton | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Baumwollanbau | Cotton production | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ajae/aax052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011959365