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Arbitrage
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Arbitrage activities
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Basis dynamics
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Betriebliche Liquidität
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Contango
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Corporate liquidity
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Estimation
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Liquidity constraint
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Liquiditätsbeschränkung
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TAR
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agricultural commodities
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basis dynamics
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normal backwardation
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Coakley, Jerry
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Computing in Economics and Finance 2006
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The impact of liquidity constraints on the cash-futures
basis
dynamics
: evidence from the Chinese market
Wu, Lei
;
Zeng, Hongchao
- In:
Economic modelling
83
(
2019
),
pp. 96-110
Persistent link: https://www.econbiz.de/10012205564
Saved in:
2
Threshold Autoregressive Models of the Commodities Futures Basis
Gutierrez, Alfonso
;
Coakley, Jerry
;
Kellard, Neil
-
Society for Computational Economics - SCE
-
2006
backwardation regime behave like a random walk. We conclude that significant differences in
basis
dynamics
are present among …
Persistent link: https://www.econbiz.de/10005132607
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