Price discovery on the international soybean futures markets : a threshold co-integration approach
Year of publication: |
January 2017
|
---|---|
Authors: | Li, Chao ; Hayes, Dermot James |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 1, p. 52-70
|
Subject: | Sojabohne | Soybean | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Kointegration | Cointegration | USA | United States | 2005-2015 |
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