Determinants and dynamic interactions of trader positions in the gold futures market
Year of publication: |
2023
|
---|---|
Authors: | Chen, Yu-Lun ; Moh, Wan Shin |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 31.2023, p. 1-14
|
Subject: | Gold futures | Logistic smooth transition autoregressive (LSTAR) model | Money managers | Swap dealers | Gold | Derivat | Derivative | Warenbörse | Commodity exchange |
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