Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Hachmi Ben Ameur, Zied Ftiti, Waël Louhichi
| Year of publication: |
2022
|
|---|---|
| Authors: | Ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Waël |
| Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 171-189
|
| Subject: | Commodity markets | NARDL | Spot market | Futures market | Lead-lag relationship | Spotmarkt | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange | Derivat | Derivative | Volatilität | Volatility | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04172-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349936