Financial activity in agricultural futures markets : evidence from quantile regressions
Year of publication: |
October 2017
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Authors: | Pradkhan, Elina |
Published in: |
The Australian journal of agricultural and resource economics. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1364-985X, ZDB-ID 1387184-5. - Vol. 61.2017, 4, p. 610-625
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Subject: | futures markets | Granger causality | quantile regressions | speculation | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Spekulation | Speculation | Derivat | Derivative |
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