Understanding the dependence structure between the futures and spot prices of wheat in Egypt
Osama Ahmed, Fadi Abdelradi
| Year of publication: |
2019
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|---|---|
| Authors: | Ahmed, Osama ; Abdelradi, Fadi |
| Published in: |
International journal of food and beverage manufacturing and business models : an official publication of the Information Resources Management Association. - Hershey, PA : IGI Publishing, ISSN 2379-7509, ZDB-ID 2852917-0. - Vol. 4.2019, 1, p. 20-37
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| Subject: | Asymmetric Price Transmission | Dependence Analysis Static | Food Prices | Futures and Spot Prices | Time-Varying Copula | Lebensmittelpreis | Food price | Derivat | Derivative | Kointegration | Cointegration | Ägypten | Egypt | Multivariate Verteilung | Multivariate distribution | Rohstoffderivat | Commodity derivative | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4018/IJFBMBM.2019010102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012064130