Measuring price discovery in the European wheat market using the partial cointegration approach
Teresa Vollmer, Helmut Herwartz and Stephan von Cramon-Taubadel
| Year of publication: |
2020
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|---|---|
| Authors: | Vollmer, Teresa ; Herwartz, Helmut ; Cramon-Taubadel, Stephan von |
| Published in: |
European review of agricultural economics. - Oxford : Oxford University Press, ISSN 1464-3618, ZDB-ID 1480706-3. - Vol. 47.2020, 3, p. 1173-1200
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| Subject: | price discovery | partial cointegration | state space modelling | wheat | futures and spot markets | Kointegration | Cointegration | Weizenmarkt | Wheat market | Spotmarkt | Spot market | Weizen | Wheat | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Einheitswurzeltest | Unit root test | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/erae/jbz040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012257957