Measuring price discovery in the European wheat market using the partial cointegration approach
Year of publication: |
2020
|
---|---|
Authors: | Vollmer, Teresa ; Herwartz, Helmut ; Cramon-Taubadel, Stephan von |
Published in: |
European review of agricultural economics. - Oxford : Oxford University Press, ISSN 1464-3618, ZDB-ID 1480706-3. - Vol. 47.2020, 3, p. 1173-1200
|
Subject: | price discovery | partial cointegration | state space modelling | wheat | futures and spot markets | Kointegration | Cointegration | Weizenmarkt | Wheat market | EU-Staaten | EU countries | Derivat | Derivative | Weizen | Wheat | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
-
Efficiency of wheat futures across APMC mandis
Singh, Rahul Kumar, (2023)
-
Pricing-to-market analysis : the case of EU wheat exports
Dawson, Philip J., (2017)
-
Market integration of wheat in Pakistan
Sahito, Jam Ghulam Murtaza, (2015)
- More ...
-
Forward- und Futuresmärkte und ihre Bedeutung für die Agrarpreisbildung
Vollmer, Teresa, (2021)
-
Vollmer, Teresa, (2019)
-
The optimal wheat futures hedge at the euronext paris from a farmer's perspective
Vollmer, Teresa, (2020)
- More ...