What does Granger Causality prove? : a critical examination of the interpretation of Granger Causality results on price effects of index trading in agricultural commodity markets
Stephanie-Carolin Grosche
| Year of publication: |
2014
|
|---|---|
| Authors: | Grosche, Stephanie-Carolin |
| Published in: |
Journal of agricultural economics. - Oxford : Wiley-Blackwell, ISSN 0021-857X, ZDB-ID 410345-2. - Vol. 65.2014, 2, p. 279-302
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| Subject: | Agricultural commodity markets | Granger Causality | index trading | informational efficiency | Kausalanalyse | Causality analysis | Agraraußenhandel | International agricultural trade | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Agrarpreis | Agricultural price | Agrarmarkt | Agricultural market |
| 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://www.econbiz.de/10010395087