Yang, Linghubo; Zhang, Dongxiang - In: Economic Modelling 35 (2013) C, pp. 264-271
This paper presents the causal relationships between futures and spot prices of six metal and agriculture commodities in Chinese commodity market, using GC test, frequency domain approach proposed by Brietung and Candelon (2006) and Garbade–Silber (G–S) Model. Frequency domain approach...
