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Linkages among precious metals commodity futures prices: evidence from Tokyo


  • Yoichi Tsuchiya

    () (State University of New York at Buffalo)


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.

Suggested Citation

  • Yoichi Tsuchiya, 2010. "Linkages among precious metals commodity futures prices: evidence from Tokyo," Economics Bulletin, AccessEcon, vol. 30(3), pages 1772-1777.
  • Handle: RePEc:ebl:ecbull:eb-10-00374

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    1. repec:eee:quaeco:v:65:y:2017:i:c:p:263-275 is not listed on IDEAS
    2. repec:taf:oaefxx:v:3:y:2015:i:1:p:1012436 is not listed on IDEAS

    More about this item


    Commodity Futures; Futures Pricing; Futures Market; Natural Resources;

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • O1 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development


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