Are futures prices good price forecasts? : underestimation of price reversion in the soybean complex
Joshua Huang, Teresa Serra and Philip Garcia
| Year of publication: |
2020
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|---|---|
| Authors: | Huang, Joshua ; Serra, Teresa ; García, Philip |
| Published in: |
European review of agricultural economics. - Oxford : Oxford University Press, ISSN 1464-3618, ZDB-ID 1480706-3. - Vol. 47.2020, 1, p. 178-199
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| Subject: | futures markets | forecast | soybean | quantile regression | Sojabohne | Soybean | Prognoseverfahren | Forecasting model | Warenbörse | Commodity exchange | Theorie | Theory | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Preis | Price | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/erae/jbz009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012153264