The predictability of iron ore futures prices : a product-material lead-lag effect
Mengxi He, Yudong Wang, Yaojie Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | He, Mengxi ; Wang, Yudong ; Zhang, Yaojie |
| Subject: | futures market | information frictions | lead-lag effects | limited attention | return predictability | Prognoseverfahren | Forecasting model | Derivat | Derivative | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Lag-Modell | Lag model | Warenbörse | Commodity exchange | Eisenerz | Iron ore |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22440 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339412