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Linkages among precious metals commodity futures prices: evidence from Tokyo

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  • Yoichi Tsuchiya

    ()
    (State University of New York at Buffalo)

Abstract

We investigate whether long-term co-movements among the prices of precious metals commodity futures contracts can be observed. The past literature on agricultural commodity futures prices obtains the mixed results. We find that there is no long-term interdependence among the prices of the four non-agricultural commodity products traded at the Tokyo Commodity Exchange. The finding provides new evidence against interdependence of commodity futures prices.

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File URL: http://www.accessecon.com/Pubs/EB/2010/Volume30/EB-10-V30-I3-P162.pdf
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Bibliographic Info

Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 30 (2010)
Issue (Month): 3 ()
Pages: 1772-1777

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Handle: RePEc:ebl:ecbull:eb-10-00374

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Keywords: Commodity Futures; Futures Pricing; Futures Market; Natural Resources;

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