The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis
Joscha Beckmann and Robert Czudaj
| Year of publication: |
2013
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|---|---|
| Authors: | Beckmann, Joscha ; Czudaj, Robert |
| Published in: |
International review of applied economics. - Abingdon : Routledge, ISSN 0269-2171, ZDB-ID 626429-3. - Vol. 27.2013, 4, p. 472-490
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| Subject: | cointegration | commodities | metal | spot and futures markets | smooth transition regression | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Warenbörse | Commodity exchange | Zeitreihenanalyse | Time series analysis | Metallmarkt | Metal market | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009781087