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An examination of cointegration relations between futures and local grain markets

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Identifying causal relationships between nonstationary stochastic processes : an examination of alternative approaches in small samples

Zapata, Hector O. - In: Western journal of agricultural economics : WJAE 13 (1988) 2, pp. 202-215

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Price forecasting with time-series methods and nonstationary data : an application to monthly US cattle prices

Zapata, Hector O. - In: Western journal of agricultural economics : WJAE 15 (1990) 1, pp. 123-132

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Monte Carlo evidence on cointegration and causation

Zapata, Hector O. - In: Oxford bulletin of economics and statistics 59 (1997) 2, pp. 285-298

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A semiparametric assessment of export-led growth in the Philippines

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Using time series analysis in specifying an econometric model : the case for Taiwan hogs

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Forecasting fed cattle, feeder cattle, and corn cash price volatility : the accuracy of time series, implied volatility, and composite approaches

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Agricultural Futures Prices and Long Memory Processes

Wei, Anning; Leuthold, Raymond M. - 2000

Price series that are 21.5 years long for six agricultural futures markets, corn, soybeans, wheat, hogs, coffee, and sugar, exhibit time-varying volatility, carry long-range dependence, and portray excessive skewness and kurtosis, though they are covariance stationary. This suggests that the...

Persistent link: https://www.econbiz.de/10014155331