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Does Futures Price Volatility Differ Across Delivery Horizon?
Karali, Berna, (2009)
The impact of data frequency on market efficiency tests of commodity futures prices
Wu, Xuedong, (2018)
Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging
Dorfman, Jeffrey H., (2008)