Dawson, Philip J.; Sanjuán, Ana I.; White, Ben - In: Review of Agricultural Economics 28 (2006) 4, pp. 585-594
Co-movement between futures prices can arise when commodities are substitutes. Counterintuitively, Dawson and White fail to find a significant long-run link between feed barley and wheat prices on the London International Financial Futures Exchange. This relationship is re-examined using...
