Price Discovery, Causality and Forecasting in the Freight Futures Market
Year of publication: |
2003
|
---|---|
Authors: | Kavussanos, Manolis ; Nomikos, Nikos |
Published in: |
Review of Derivatives Research. - Springer. - Vol. 6.2003, 3, p. 203-230
|
Publisher: |
Springer |
Subject: | futures markets | forecasting | Granger causality | generalised impulse response analysis | shipping |
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