Do cointegrated commodities bubble together? : the case of hog, corn, and soybean
Christos Alexakis, Guillaume Bagnarosa, Michael Dowling
| Year of publication: |
November 2017
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|---|---|
| Authors: | Alexakis, Christos A. ; Bagnarosa, Guillaume ; Dowling, Michael |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 23.2017, p. 96-102
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| Subject: | Hog spread | Multiple bubbles | Commodities | Cointegration | Spekulationsblase | Bubbles | Sojabohne | Soybean | Kointegration | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Schweinemarkt | Pig market | Schweinehaltung | Pig farming | Rohstoffmarkt | Commodity market | Mais | Maize | Schweinepreis | Pig price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808370