Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Year of publication: |
2015
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Authors: | Cartwright, Phillip A. ; Riabko, Natalija |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 10/12, p. 777-782
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Subject: | commodities | prices | temporal aggregation | time series | nonnormality | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis | Rohstoffpreis | Commodity price | Theorie | Theory | Schätzung | Estimation | Agrarmarkt | Agricultural market | Warenbörse | Commodity exchange | Agrarpreis | Agricultural price |
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