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Forecasting the nearby basis of live cattle
Liu, Shi-Miin (contributor) - In: The journal of futures markets 14 (1994) 3, pp. 259-273
Persistent link: https://www.econbiz.de/10001169800
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Intertemporal price relationships of storable and nonstorable commodities : theory and application
Naik, Gopal - 1988
Persistent link: https://www.econbiz.de/10001396150
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A trading simulation test for weak-form efficiency in live cattle futures
Kastens, Terry L. - In: The journal of futures markets 15 (1995) 6, pp. 649-675
Persistent link: https://www.econbiz.de/10001186692
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Unbiasedness, Efficiency and Cointegration in the Brazilian Live Cattle Futures Market
Bego, Marcelo - 2013
The hypothesis that futures prices are an unbiased predictor of spot price is a joint hypothesis that the market is efficient and there is no risk premium. In order to test separately unbiasedness and market efficiency, cointegration techniques must be applied. The goal of this paper is assess...
Persistent link: https://www.econbiz.de/10013072494
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Impacts of changes in market fundamentals and price momentum on hedging live cattle
Cofey, Brian K.; Tonsor, Glynn T.; Schroeder, Ted C. - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10011833399
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Conditional feeder cattle hedge ratios : cross hedging with fluctuating corn prices
Bina, Justin D.; Schroeder, Ted C.; Tonsor, Glynn T. - In: Journal of commodity markets 26 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013450923
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Feeder Cattle Basis Risk and Determinants
Bina, Justin D.; Schroeder, Ted C.; Tonsor, Glynn T. - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 137-156
Persistent link: https://www.econbiz.de/10013341801
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Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria; Pittis, Nikitis - 1997
Persistent link: https://www.econbiz.de/10000619744
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Divergenz oder Konvergenz europäischer Großhandelsmärkte? : Preisentwicklung am Spotmarkt
Holler, Johannes (contributor);  … - 2006
Aus der Vielzahl der an den europäischen Strom-Großhandelsmärkten verfügbaren Preisen werden Day Ahead Base Börsenpreise ausgewählt, um den Zusammenhang zwischen den nationalen Großhandelsmärkten zu untersuchen. Die Resultate der Law of One Price Analyse machen deutlich, dass die...
Persistent link: https://www.econbiz.de/10003389290
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Time regularities in the Nordic power market : potentials for profitable investments and trading strategies?
Gjølberg, Ole - In: Energy, natural resources and environmental economics, (pp. 155-166). 2010
Persistent link: https://www.econbiz.de/10008651622