Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market
Linghubo Yang; Dongxiang Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Yang, Linghubo ; Zhang, Dongxiang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 264-271
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| Subject: | Futures price | Spot price | Chinese commodity market | Frequency domain approach | Garbade-Silber Model | China | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange | Prognoseverfahren | Forecasting model | Rohstoffpreis | Commodity price | Derivat | Derivative | Spotmarkt | Spot market | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259451