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  • Search: subject:"Dalian Commodity Exchange"
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Year of publication
Subject
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Dalian Commodity Exchange 2 Iron ore futures 2 Kalman filter 2 Price discovery 2 State-space model 2 VECM 2 Börsenkurs 1 China 1 Cointegration 1 Commodity derivative 1 Commodity exchange 1 Eisenerz 1 Estimation 1 Iron ore 1 Kointegration 1 Rohstoffderivat 1 Schätzung 1 Share price 1 State space model 1 Warenbörse 1 Zustandsraummodell 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Cao, Tingting 2 Ge, Yongbo 2 Jiang, Ruchuan 2 Liu, Peide 2 Xie, Hengxin 2
Published in...
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Journal of Business Economics and Management (JBEM) 1 Journal of business economics and management 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Does China's iron ore futures market have price discovery function? : analysis based on VECM and State-space perspective
Ge, Yongbo; Cao, Tingting; Jiang, Ruchuan; Liu, Peide; … - In: Journal of business economics and management 20 (2019) 6, pp. 1083-1101
order to seek the decision power of deciding the price for iron ore, China's Dalian Commodity Exchange (DCE) listed iron ore …
Persistent link: https://www.econbiz.de/10012176079
Saved in:
Cover Image
Does China's iron ore futures market have price discovery function? Analysis based on VECM and State-space perspective
Ge, Yongbo; Cao, Tingting; Jiang, Ruchuan; Liu, Peide; … - In: Journal of Business Economics and Management (JBEM) 20 (2019) 6, pp. 1083-1101
order to seek the decision power of deciding the price for iron ore, China's Dalian Commodity Exchange (DCE) listed iron ore …
Persistent link: https://www.econbiz.de/10015401331
Saved in:
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