Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Beckmann, Joscha & Czudaj, Robert, 2014. "Volatility transmission in agricultural futures markets," Economic Modelling, Elsevier, vol. 36(C), pages 541-546.
- Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Regime-dependent adjustment in energy spot and futures markets," Economic Modelling, Elsevier, vol. 40(C), pages 400-409.
More about this item
Keywordsagriculture; energy; cointegration; commodities; market efficiency; metals; panel; spot and futures markets; unit root;
- G1 - Financial Economics - - General Financial Markets
- Q1 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture
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