Similar Search Results - EconBiz

Conditional coskewness in stock and bond markets : time-series evidence

Yang, Jian; Zhou, Yinggang; Wang, Zijun - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 2031-2049

Persistent link: https://www.econbiz.de/10008748077

Are there exploitable trends in commodity futures prices?

Han, Yufeng; Hu, Ting; Yang, Jian - In: Journal of banking & finance 70 (2016), pp. 214-234

Persistent link: https://www.econbiz.de/10011635208

International black tea market integration and price discovery

Bessler, David A. (contributor) - 2003

In this thesis we study three basic issues related to international black tea markets: Are black tea markets integrated? Where is the price of black tea discovered? Are there leaders and followers in black tea markets? We use two statistical techniques as engines of analysis. First, we use time...

Persistent link: https://www.econbiz.de/10009465023

Price and quantity endogeneity in demand analysis : evidence from directed acyclic graphs

Wang, Zijun; Bessler, David A. - In: Agricultural economics : the journal of the … 34 (2006) 1, pp. 87-95

Persistent link: https://www.econbiz.de/10003313106

Modeling US soy-based markets with directed acyclic graphs and times series econometrics : evaluating the US market impacts of high soy meal prices

Babula, Ronald Alexander; Bessler, David A.; Reeder, John; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002121949

Dynamic relationships among selected US commodity-based, value-added markets : applying directed acycle graphs to a time series model

Babula, Ronald Alexander (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002121968

Forecasting performance of multivariate time series models with full and reduced rank : an empirical examination

Wang, Zijun; Bessler, David A. - In: International journal of forecasting 20 (2004) 4, pp. 683-695

Persistent link: https://www.econbiz.de/10002434371

Railroad wheat transportation markets in the central plains : modeling with error correction and directed graphs

Bessler, David A.; Fuller, Stephen W. - In: Transportation research / E : an international journal 36 (2000) 1, pp. 21-39

Persistent link: https://www.econbiz.de/10001468987

US corn exports : the role of the exchange rate

Babula, Ronald Alexander - In: Agricultural economics : the journal of the … 13 (1995) 2, pp. 75-88

Persistent link: https://www.econbiz.de/10001192182

Cointegration : some results on US cattle prices

Bessler, David A. - In: The journal of futures markets 11 (1991) 4, pp. 461-474

Persistent link: https://www.econbiz.de/10001109427

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