Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities
Year of publication: |
2023
|
---|---|
Authors: | Chen, Zhuo ; Yan, Bo ; Kang, Hanwen ; Liu, Liyu |
Published in: |
Review of economic design. - Berlin : Springer, ISSN 1434-4750, ZDB-ID 1480089-5. - Vol. 27.2023, 1, p. 139-162
|
Subject: | Agricultural commodity price | Market efficiency | Price discovery | Threshold effect | Time-varying VECM | Agrarpreis | Agricultural price | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Kointegration | Cointegration | Volatilität | Volatility | Schätzung | Estimation | Spotmarkt | Spot market | Warenbörse | Commodity exchange |
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