Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities
Zhuo Chen, Bo Yan, Hanwen Kang, Liyu Liu
| 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 | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | Agrarpreis | Agricultural price | Rohstoffpreis | Commodity price | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Preis | Price | Spotmarkt | Spot market | Australien | Australia | Schätzung | Estimation | Agrarmarkt | Agricultural market | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10058-021-00276-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013489698