Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Marco Haase, Yvonne Seiler Zimmermann, Heinz Zimmermann
| Year of publication: |
2019
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| Authors: | Haase, Marco ; Seiler Zimmermann, Yvonne ; Zimmermann, Heinz |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 56.2019, 4, p. 1359-1382
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| Subject: | Cointegration | Commodity futures prices | Speculation | Temporary and permanent price shocks | Spekulation | Rohstoffderivat | Commodity derivative | Schock | Shock | Rohstoffpreis | Commodity price | Börsenkurs | Share price | Warenbörse | Commodity exchange | Theorie | Theory | Kointegration | Ölpreis | Oil price | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1387-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012052196