Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality
Year of publication: |
2012-02-07
|
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Authors: | Grosche, Stephanie |
Institutions: | Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn |
Subject: | Granger Causality | Commodity speculation | Financialization of commodity markets | Agricultural commodity markets | Agricultural and Food Policy | Demand and Price Analysis | Financial Economics |
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