Flexible tests for USDA report announcement effects in futures markets
Year of publication: |
2019
|
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Authors: | Ying, Jiahui ; Chen, Yu ; Dorfman, Jeffrey H. |
Published in: |
American journal of agricultural economics. - Hoboken, NJ : Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 101.2019, 4, p. 1228-1246
|
Subject: | USDA reports | time-varying impact | commodity futures markets | announcement effects | Ankündigungseffekt | Announcement effect | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative |
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