Spot and Futures Prices and the Law of One Price
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 17-82.
Date of creation:
Date of revision:
Contact details of provider:
Postal: 3254 Steinberg Hall-Dietrich Hall, Philadelphia, PA 19104-6367
Phone: (215) 898-7616
Fax: (215) 573-8084
Web page: http://finance.wharton.upenn.edu/~rlwctr/
More information through EDIRC
Other versions of this item:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Phillips, Llad & Pippenger, John, 2005. "Some Pitfalls in Testing the Law of One Price in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series qt92b16177, Department of Economics, UC Santa Barbara.
- Alejandro Balbás & Susana López, 2001. "Financial innovation and arbitrage in the Spanish bond market," Business Economics Working Papers wb010101, Universidad Carlos III, Departamento de Economía de la Empresa.
- Baffes, John & Ajwad, Mohamed I., 1998. "Detecting price links in the world cotton market," Policy Research Working Paper Series 1944, The World Bank.
- John Sarich, 2006. "What do we know about the real exchange rate? A classical cost of production story," Review of Political Economy, Taylor & Francis Journals, vol. 18(4), pages 469-496.
- Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., .
"How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets,"
2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil
124979, International Association of Agricultural Economists.
- Manuel Hernandez & Raul Ibarra & Danilo Trupkin, 2011. "How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets," Documentos de Trabajo/Working Papers 1109, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo..
- Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2011. "How far do shocks move across borders?: Examining volatility transmission in major agricultural futures markets," IFPRI discussion papers 1109, International Food Policy Research Institute (IFPRI).
- Manuel A. Hernández & Raúl Ibarra-Ramírez & Danilo R. Trupkin, 2011. "How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets," Working Papers 2011-15, Banco de México.
- Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2012. "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122511, European Association of Agricultural Economists.
- Jian Yang & Jin Zhang & David J. Leatham, 2003. "Price and Volatility Transmission in International Wheat Futures," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 37-50, May.
- Delpachitra, S. B. & Hill, R. L. St, 1994. "The law of one price: a test based on prices for selected inputs in New Zealand agriculture," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 10(3), May.
- Frankel, Jeffrey A. & Rose, Andrew K., 2010.
"Determinants of Agricultural and Mineral Commodity Prices,"
4450126, Harvard Kennedy School of Government.
- Jeffrey A Frankel & Andrew K Rose, 2010. "Determinants of Agricultural and Mineral Commodity Prices," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
- Frankel, Jeffrey & Rose, Andrew K., 2010. "Determinants of Agricultural and Mineral Commodity Prices," Working Paper Series rwp10-038, Harvard University, John F. Kennedy School of Government.
- Alejandro Balbás & María Muñoz-Bouzo, 2002. "Stochastic measures of arbitrage," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 10(2), pages 289-324, December.
- Beverly J. Lapham, 1990.
"A Dynamic, General Equilibrium Analysis of Deviations From the Laws of One Price,"
793, Queen's University, Department of Economics.
- Lapham, Beverly J., 1995. "A dynamic general equilibrium analysis of deviations from the laws of one price," Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1355-1389, November.
- Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2013. "Market efficiency in the European carbon markets," Energy Policy, Elsevier, vol. 60(C), pages 785-792.
- Pippenger, John, 2004. "The Modern Theory of the LOP and PPP: Some Implications," University of California at Santa Barbara, Economics Working Paper Series qt60z886n7, Department of Economics, UC Santa Barbara.
- McNew, Kevin, 1996. "Spatial Market Integration: Definition, Theory, And Evidence," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(1), April.
- Goodwin, Barry K., 1990. "Empirically Testing the Law of One Price in an International Commodity Market: A Rational Expectations Application to the Natural Rubber Market," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 4(2), June.
- Wang, Qizhi & Chidmi, Benaissa, 2009. "Cotton Price Risk Management across Different Countries," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46762, Southern Agricultural Economics Association.
- Nicols, Panos & Ahmadi-Esfahani, Fredoun Z., 2009. "Are Australian wholesale vegetable markets LOOPy?," 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 47618, Australian Agricultural and Resource Economics Society.
- Walter C. Labys, 2003. "New Directions in the Modeling and Forecasting of Commodity Markets," Mondes en développement, De Boeck Université, vol. 122(2), pages 3-19.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.