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Do wheat futures returns exhibit long-range dependence?
Dawson, Philip J. - In: Agricultural economics : the journal of the … 42 (2011) 1, pp. 111-120
Persistent link: https://www.econbiz.de/10008901931
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Measuring the volatility of wheat futures prices on the LIFFE
Dawson, Philip J. - In: Journal of agricultural economics 66 (2015) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10011299657
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Optimal hedging ratios for wheat and barley at the LIFFE : a GARCH approach
Dawson, Philip J.; Tiffin, Abigail L.; White, Ben - In: Journal of agricultural economics 51 (2000) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10001474672
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Interdependencies between agricultural commodity futures prices on the LIFFE
Dawson, Philip J.; White, Ben - In: The journal of futures markets 22 (2002) 3, pp. 269-280
Persistent link: https://www.econbiz.de/10001646623
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Structural breaks and the relationship between barley and wheat futures prices on the London international financial futures exchange
Dawson, Philip J.; Sanjuán, Ana I.; White, Ben - In: Review of agricultural economics : RAE 28 (2006) 4, pp. 585-594
Persistent link: https://www.econbiz.de/10003395657
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Volatility effects of index trading and spillovers on US agricultural futures markets : a multivariate GARCH approach
Sanjuán-López, Ana I.; Dawson, Philip J. - In: Journal of agricultural economics 68 (2017) 3, pp. 822-838
Persistent link: https://www.econbiz.de/10011949368