The predictability of iron ore futures prices : a product-material lead-lag effect
Mengxi He, Yudong Wang, Yaojie Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | He, Mengxi ; Wang, Yudong ; Zhang, Yaojie |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 9, p. 1289-1304
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| 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 |
| 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