Testing for linear and non-linear causality in spot and future prices of national multi-commodity indices
Paresh Shah
| Year of publication: |
October 2015
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|---|---|
| Authors: | Shah, Paresh |
| Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 41.2015, 3, p. 174-185
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| Subject: | Nonparametric Nonlinear Causality | F Test | Chi-Square Test | Kurtosis | Skewness | Spot Prices | Future Prices | Price Discovery | Kausalanalyse | Causality analysis | Theorie | Theory | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Statistischer Test | Statistical test | Spotmarkt | Spot market | Kointegration | Cointegration | Schätzung | Estimation | Derivat | Derivative | Preis | Price | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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