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Kointegration
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Caporale, Guglielmo Maria
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43
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Rault, Christophe
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Wang, Qiying
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Czudaj, Robert
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Payne, James E.
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Balcilar, Mehmet
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Kühl, Michael
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Benati, Luca
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Carcel, Hector
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Lütkepohl, Helmut
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Rahman, A. K. M. Matiur
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Ramírez, Miguel D.
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
105
Applied economics letters
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Economics letters
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International journal of finance & economics : IJFE
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Journal of international money and finance
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Panoeconomicus
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Journal of international financial markets, institutions & money
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Applied econometrics and international development
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International economic journal
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Iranian economic review : journal of University of Tehran
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The journal of developing areas
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Price dynamics in corn cash and futures markets : cointegration, causality, and forecasting through a rolling window approach
Xu, Xiaojie
- In:
Financial markets and portfolio management
33
(
2019
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10012113792
Saved in:
2
Degree of integration between brent oil spot and futures markets : intraday evidence
Inci, Ahmet Can
;
Seyhun, H. Nejat
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1808-1826
Persistent link: https://www.econbiz.de/10012124554
Saved in:
3
Price discovery process in Nifty spot and futures markets
Choudhary, Kapil
;
Bajaj, Sushil
- In:
Global business review
14
(
2013
)
1
,
pp. 55-88
Persistent link: https://www.econbiz.de/10009746434
Saved in:
4
What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?
Hu, Yang
;
Hou, Yang
;
Oxley, Les
- In:
International review of financial analysis
72
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012437354
Saved in:
5
Cross-listed futures index and price discovery
Jawed, Mohammad Shameem
;
Tapar, Archit Vinod
;
Dhaigude, Amol
- In:
The empirical economics letters : a monthly …
19
(
2020
)
6
,
pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
Saved in:
6
Causal relationship between spot and futures prices with multiple time horizons : a nonparametric wavelet Granger causality test
Torun, Erdost
;
Chang, Tzu-pu
;
Chou, Ray Yeutien
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012543339
Saved in:
7
Contemporaneous and Granger causality among US corn cash and futures prices
Xu, Xiaojie
- In:
European review of agricultural economics
46
(
2019
)
4
,
pp. 663-695
Persistent link: https://www.econbiz.de/10012058095
Saved in:
8
Relationship between spot and futures markets of selected agricultural commodities : an efficiency and causation analysis
Velmurugan, P. S.
;
Raghavendra, R. H.
;
Saravanan, A.
- In:
The Indian journal of economics
97
(
2017
)
386
,
pp. 513-526
Persistent link: https://www.econbiz.de/10011991051
Saved in:
9
Brent crude oil spot and futures prices : structural break insights
Zavadska, Miroslava
;
Morales, Lucía
;
Coughlan, Joseph
- In:
The journal of energy markets
12
(
2019
)
4
,
pp. 31-52
Persistent link: https://www.econbiz.de/10012589651
Saved in:
10
Price transmission across commodity markets: physical to futures
Mbara, Gilbert
-
2020
Persistent link: https://www.econbiz.de/10012196856
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