Non-linearities in the relationship of agricultural futures prices
Joscha Beckmann and Robert Czudaj
| Year of publication: |
2014
|
|---|---|
| Authors: | Beckmann, Joscha ; Czudaj, Robert |
| Published in: |
European review of agricultural economics : ERAE. - Oxford : Univ. Press, ISSN 0165-1587, ZDB-ID 186964-4. - Vol. 41.2014, 1, p. 1-23
|
| Subject: | agriculture | backwardation | commodities | contango | futures markets | smooth transition regression | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Derivat | Derivative | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Agrarmarkt | Agricultural market | Agrarprodukt | Agricultural product | Landwirtschaft | Agriculture |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010426042