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ARE INTEREST RATES NECESSARY FOR TEMPORAL COINTEGRATION? EVIDENCE FROM THE LONDON METAL EXCHANGE (LME)

Zhou, Haijiang; Roberts, Matthew C.; Zulauf, Carl - 2004

This study examines the long run relationship between 1-day and 3-month futures prices for five metals at the London Metal Exchange (LME) and further investigates the role of interest rates in this relationship. A battery of stationarity tests and cointegration tests are applied to a simple cost...

Persistent link: https://www.econbiz.de/10009443604

Monte Carlo analysis of mean reversion in commodity futures prices

Irwin, Scott H. - In: American journal of agricultural economics 78 (1996) 2, pp. 387-399

Persistent link: https://www.econbiz.de/10001203295

An analysis of the relationship between the selling of seed by farmers and seed price discount

Zulauf, Carl R. - In: North central journal of agricultural economics : NCJAE … 9 (1987) 2, pp. 163-170

Persistent link: https://www.econbiz.de/10001047312

Government and agriculture : views of agribusiness and farm operators concerning selected issues of the 1985 farm bill debate

Zulauf, Carl R. - In: North central journal of agricultural economics : NCJAE … 9 (1987) 1, pp. 85-97

Persistent link: https://www.econbiz.de/10001025171

Investment performance of public commodity pools : 1979 - 1990

Irwin, Scott H. - In: The journal of futures markets 13 (1993) 7, pp. 799-820

Persistent link: https://www.econbiz.de/10001152215

Pre-harvest pricing strategies in Ohio corn markets : their effect on returns and cash flow

Zulauf, Carl R. (contributor) - In: Journal of agricultural and applied economics 33 (2001) 1, pp. 103-115

Persistent link: https://www.econbiz.de/10001588597

Price discovery in a transition economy : Market development development in the Romanian feed sector

Hellwarth, Galen; Rask, Norman; Zulauf, Carl R. - In: Sborník prací z Mezinárodní Vědecké Konference …, (pp. 135-140). 1994

Persistent link: https://www.econbiz.de/10001651873

A reappraisal of the performance of corn and soybean new crop futures

Zulauf, Carl R. (contributor) - In: The journal of futures markets 19 (1999) 5, pp. 603-618

Persistent link: https://www.econbiz.de/10001410437

The challenge of postmodernism to applied economics

Tweeten, Luther G.; Zulauf, Carl R. - In: American journal of agricultural economics 81 (1999) 5, pp. 1166-1172

Persistent link: https://www.econbiz.de/10001466636

Comments on the philosphical foundations of economics

Blatz, Charles V. - In: American journal of agricultural economics 81 (1999) 5, pp. 1181-1184

Persistent link: https://www.econbiz.de/10001466646