Identification by full adjustment : evidence from the relationship between futures and spot prices
Year of publication: |
2002
|
---|---|
Authors: | Kuiper, W. Erno ; Pennings, Joost M. E. ; Meulenberg, Mathias T. G. |
Published in: |
European review of agricultural economics : ERAE. - Oxford : Univ. Press, ISSN 0165-1587, ZDB-ID 186964-4. - Vol. 29.2002, 1, p. 67-84
|
Subject: | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Kointegration | Cointegration | Theorie | Theory |
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