Contemporaneous and Granger causality among US corn cash and futures prices
Year of publication: |
2019
|
---|---|
Authors: | Xu, Xiaojie |
Published in: |
European review of agricultural economics. - Oxford : Oxford University Press, ISSN 1464-3618, ZDB-ID 1480706-3. - Vol. 46.2019, 4, p. 663-695
|
Subject: | corn | cash | futures | causality | vector error correction model | directed acyclic graph | Kausalanalyse | Causality analysis | USA | United States | Kointegration | Cointegration | Rohstoffderivat | Commodity derivative | Mais | Maize | Derivat | Derivative |
-
Cointegration and price discovery in US corn cash and futures markets
Xu, Xiaojie, (2018)
-
Linear and nonlinear causality between corn cash and futures prices
Xu, Xiaojie, (2018)
-
Xu, Xiaojie, (2019)
- More ...
-
Xu, Xiaojie, (2020)
-
Rent index forecasting through neural networks
Xu, Xiaojie, (2021)
-
The oil and gas links between Central Asia and China : a geopolitical perspective
Xu, Xiaojie, (1999)
- More ...