The impact of financial speculation on futures contracts price movements : a study of the US markets for dairy commodities
Algirdas Justinas Staugaitis, Česlovas Christauskas
Year of publication: |
2023
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Authors: | Staugaitis, Algirdas Justinas ; Christauskas, Česlovas |
Published in: |
Equilibrium : quarterly journal of economics and economic policy. - Olsztyn : Instytut Badań Gospodarczych, ISSN 2353-3293, ZDB-ID 2753615-4. - Vol. 18.2023, 3, p. 661-686
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Subject: | commodity futures contracts | dairy commodity futures | financial speculation | GARCH | return volatility | Rohstoffderivat | Commodity derivative | USA | United States | Spekulation | Speculation | Volatilität | Volatility | Warenbörse | Commodity exchange | Derivat | Derivative | Milchverarbeitung | Dairy industry | ARCH-Modell | ARCH model |
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