Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing
Year of publication: |
2007-06-27
|
---|---|
Authors: | Power, Gabriel J. ; Turvey, Calum G. |
Publisher: |
AgEcon Search |
Subject: | Marketing |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Congress Report |
Language: | English |
Notes: | American Agricultural Economics Association>2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon Selected Paper no. 174577 |
Source: | BASE |
-
A marketing scheme for making money off innocent people: A user's manual
Basu, Kaushik, (2009)
-
Criteria of Effective Marketing: Analysis of Corporate Marketing Activities in Hungary
Nagy, Szabolcs, (2015)
-
Bíró, Szilvia, (2014)
- More ...
-
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis
Power, Gabriel J., (2008)
-
Power, Gabriel J., (2010)
-
Time horizon-specific hedging in commodity markets
Power, Gabriel J., (2009)
- More ...