Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Year of publication: |
2022
|
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Authors: | Ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Waël |
Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 171-189
|
Subject: | Commodity markets | NARDL | Spot market | Futures market | Lead-lag relationship | Spotmarkt | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Derivat | Derivative | Warenbörse | Commodity exchange | Volatilität | Volatility | Rohstoffpreis | Commodity price |
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