Price discovery and market reflexivity in agricultural futures contracts with different maturities
Year of publication: |
2020
|
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Authors: | Volkenand, Steffen ; Filler, Günther ; Odening, Martin |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 3/75, p. 1-17
|
Subject: | agricultural commodity futures | price discovery | market reflexivity | Hawkes process | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Agrarmarkt | Agricultural market | Derivat | Derivative |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8030075 [DOI] hdl:10419/258028 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C49 - Econometric and Statistical Methods: Special Topics. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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