Linkages Among Precious Metals Commodity Futures Prices : Evidence from Tokyo

We investigate whether long-term co-movements among the prices of precious metals commodity futures contracts can be observed. The past literature on agricultural commodity futures prices obtains the mixed results. We find that there is no long-term interdependence among the prices of the four non-agricultural commodity products traded at the Tokyo Commodity Exchange. The finding provides new evidence against interdependence of commodity futures prices

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Year of publication:	2010
Authors:	Tsuchiya, Yoichi
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Rohstoffderivat \| Commodity derivative \| Japan \| Warenbörse \| Commodity exchange \| Rohstoffpreis \| Commodity price \| Metallmarkt \| Metal market \| Edelmetall \| Precious metal \| Börsenkurs \| Share price \| Tokio \| Tokyo \| Welt \| World \| Preiskonvergenz \| Price convergence

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Extent:	1 Online-Ressource (6 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Bulletin, Vol. 30, No. 3, pp. 1772-1777, 2010
Classification:	G1 - General Financial Markets ; O1 - Economic Development
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013139760