The empirical study on price discovery of cornstarch futures market in China
Year of publication: |
2019
|
---|---|
Authors: | Yan, Yunxian ; Zhao, Guiyu |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 13, p. 1100-1103
|
Subject: | cash prices | cornstarch futures market | futures prices | Price discovery | China | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Preis | Price | Warenbörse | Commodity exchange | Futures |
-
Speculation and food-grain prices
Lawson, Joshua, (2021)
-
The reaction of coffee futures price volatility to crop reports
Silveira, Rodrigo Lanna Franco da, (2017)
-
Role of futures market in price discovery
Arora, Sunita, (2013)
- More ...
-
Cocoa exports of Cameroon : structure and mechanism of operation
Herve, Ze Engamba, (2018)
-
Best-case scenario robust portfolio : evidence from China stock market
An, Kaiqia︢ng, (2023)
-
Is Chinese or American maize price effective for trading and policy-making reference?
Yan, Yunxian, (2014)
- More ...