Do spot food commodity and oil prices predict futures prices?
Year of publication: |
2019
|
---|---|
Authors: | Cartwright, Phillip A. ; Riabko, Natalija |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 53.2019, 1, p. 153-194
|
Subject: | Commodities prices | Oil | Causality | Temporal aggregation | Predictive validity | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Lebensmittelpreis | Food price | Warenbörse | Commodity exchange | Prognose | Forecast | Ölmarkt | Oil market | Kausalanalyse | Causality analysis | Welt | World | Kointegration | Cointegration |
-
Cartwright, Phillip A., (2016)
-
Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J., (2019)
-
A reappraisal of the chaotic paradigm for energy commodity prices
Mastroeni, Loretta, (2019)
- More ...
-
Measuring the effect of oil prices on wheat futures prices
Cartwright, Phillip A., (2015)
-
Cartwright, Phillip A., (2015)
-
Measuring the effect of oil prices on wheat futures prices
Cartwright, Phillip A., (2015)
- More ...