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Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market

Haigh, Michael S. - In: The journal of futures markets 20 (2000) 6, pp. 545-571

Persistent link: https://www.econbiz.de/10001509975

Commodities and equities : a "market of one"?

Buyuksahin, Bahattin; Haigh, Michael S.; Robe, Michel A. - 2009

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Essays on the Upper Mississippi River and Illinois Waterway and U.S. grain market

Bessler, David A. (contributor); … - 2003

This dissertation examines several issues regarding the congestion on the UpperMississippi River and Illinois Waterway. Chapter II identifies and measures the impactof lock congestion on grain barge rates on these waterways. Results indicate grain bargerates on both rivers are not affected by...

Persistent link: https://www.econbiz.de/10009464800

Structural change and international stock market interdependence : evidence from Asian emerging markets

Awokuse, Titus O.; Chopra, Aviral; Bessler, David A. - In: Economic modelling 26 (2009) 3, pp. 549-559

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The causal modelling on equity market innovations : fit or forecast?

Kim, Jin Woong; Bessler, David A. - In: Applied financial economics 17 (2007) 7/9, pp. 635-646

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Exploiting the cointegration properties of the US soy-based market system

Babula, Ronald Alexander; Bessler, David A.; Rogowsky, … - In: Acta agriculturae Scandinavica / C : an official … 3 (2006) 2, pp. 81-98

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Dynamic economic relationships among US soy product markets : using a cointegrated vector autoregression approach with directed acyclic graphs

Babula, Ronald Alexander (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003207323

Dynamic economic relationships among US soy product markets : using a cointegrated vector autoregression approach with directed acyclic graphs

Babula, Ronald Alexander (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003247455

A Monte Carlo study on the selection of cointegrating rank using information criteria

Wang, Zijun; Bessler, David A. - In: Econometric theory 21 (2005) 3, pp. 593-620

Persistent link: https://www.econbiz.de/10002794775

Understanding cointegration : an application to the Western United States electricity market

Mjelde, James W.; Bessler, David A.; Jerko, Christine A. - In: The electricity journal 15 (2002) 9, pp. 81-98

Persistent link: https://www.econbiz.de/10001717196