Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Wei Xie and Yi An
Year of publication: |
2023
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Authors: | Xie, Wei ; Yi An |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 41, p. 4817-4840
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Subject: | agricultural futures | dominant contracts | Liquidity distribution | price discovery | Rohstoffderivat | Commodity derivative | China | Landwirtschaft | Agriculture | Derivat | Derivative |
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