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Essays on the workings and uses of futures markets

Bessler, David A. (contributor); … - 2003

This dissertation investigates various issues of interest regarding the workings and uses of commodity futures markets. Chapter II evaluates the relative performances of various estimators of bid-ask spreads in futures markets using commonly available transaction data. Results indicate a wide...

Persistent link: https://www.econbiz.de/10009465206

Causality and price discovery : an application of directed acyclic graphs

Haigh, Michael S.; Bessler, David A. - In: The journal of business : B 77 (2004) 4, pp. 1099-1121

Persistent link: https://www.econbiz.de/10002618659

Integration and causality in international freight markets : modeling with error correction and directed acyclic graphs

Haigh, Michael S.; Nomikos, Nikos K.; Bessler, David A. - In: Southern economic journal 71 (2004) 1, pp. 145-162

Persistent link: https://www.econbiz.de/10002154990

Disproving causal relationships using observational data

Bryant, Henry L.; Bessler, David A.; Haigh, Michael S. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 357-374

Persistent link: https://www.econbiz.de/10003837859

Causality in futures markets

Bryant, Henry L.; Bessler, David A.; Haigh, Michael S. - In: The journal of futures markets 26 (2006) 11, pp. 1039-1057

Persistent link: https://www.econbiz.de/10003392000

Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market

Haigh, Michael S. - In: The journal of futures markets 20 (2000) 6, pp. 545-571

Persistent link: https://www.econbiz.de/10001509975

Conditional volatility forecasting in a dynamic hedging model

Haigh, Michael S. - In: Journal of forecasting 24 (2005) 3, pp. 155-172

Persistent link: https://www.econbiz.de/10002749011

Agricultural prices, the gold-exchange standard, and the Great Depression

Bessler, David A. - In: Agricultural finance review 56 (1996), pp. 47-67

Persistent link: https://www.econbiz.de/10001215548

Agricultural prices, the gold-exchange standard, and the Great Depression

Bessler, David A. - In: Agricultural finance review 56 (1996), pp. 47-67

Persistent link: https://www.econbiz.de/10009903143

Relative prices and money: a vector autoregression on Brazilian data

Bessler, David A. - In: American journal of agricultural economics 66 (1984) 1, pp. 25-30

Persistent link: https://www.econbiz.de/10015139802

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