Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests
Sangram Keshari Jena, Aviral Kumar Tiwari, Shawkat Hammoudeh, David Roubaud
| Year of publication: |
2019
|
|---|---|
| Authors: | Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Hammoudeh, Shawkat ; Roubaud, David |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 78.2019, p. 615-628
|
| Subject: | Causality-in-mean | Causality-in-quantile | Causality-in-variance | Futures market and commodities | Spot market | Warenbörse | Commodity exchange | Spotmarkt | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Schätzung | Estimation | Derivat | Derivative | Hedging | Prognoseverfahren | Forecasting model | Theorie | Theory | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.11.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012160046