The Distribution of Daily Changes in Commodity Futures Prices
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Bibliographic InfoPaper provided by United States Department of Agriculture, Economic Research Service in its series Technical Bulletins with number 156817.
Date of creation: Jul 1985
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Futures prices; efficient markets; random walk; seasonality; Consumer/Household Economics; Demand and Price Analysis;
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- Elton, Edwin J & Gruber, Martin J & Rentzler, Joel, 1984. "Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 129-37, February.
- Wu, Feng & Guan, Zhengfei, 2009. "The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49453, Agricultural and Applied Economics Association.
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