Index trading and agricultural commodity prices : a panel granger causality analysis
Gunther Capelle-Blancard, Dramane Coulibaly
| Year of publication: |
2011
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|---|---|
| Authors: | Capelle-Blancard, Gunther ; Coulibaly, Dramane |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 126/127.2011, 2/3, p. 51-71
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| Subject: | Agrarpreis | Agricultural price | Rohstoffderivat | Commodity derivative | Index-Futures | Index futures | Momentenmethode | Method of moments | VAR-Modell | VAR model | USA | United States | 2006-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009547656