Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10013400178
Persistent link: https://www.econbiz.de/10009758629
Persistent link: https://www.econbiz.de/10009548681
We analyze the determinants of daily futures price volatility in corn, soybeans, wheat, and oats markets from 1986 to 2007. Combining the information from simultaneously traded contracts, we implement a generalized least squares method that allows us to clearly distinguish among time-to-delivery...
Persistent link: https://www.econbiz.de/10013116960
Persistent link: https://www.econbiz.de/10011699677
Persistent link: https://www.econbiz.de/10012114862
Persistent link: https://www.econbiz.de/10011833395
Persistent link: https://www.econbiz.de/10014495616