Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency
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References listed on IDEAS
- Barry Goodwin & Randy Schnepf & Erik Dohlman, 2005.
"Modelling soybean prices in a changing policy environment,"
Taylor & Francis Journals, vol. 37(3), pages 253-263.
- Goodwin, Barry K. & Schnepf, Randall D. & Dohlman, Erik, 2001. "Modeling Soybean Prices in a Changing Policy Environment," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18946, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Darren Butterworth & Phil Holmes, 2002. "Inter-market spread trading: evidence from UK index futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 12(11), pages 783-790.
- Poitras, Geoffrey, 1998. "TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 255-276.
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- Michael S. Haigh & Matthew T. Holt, 2002. "Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 269-289.
- W. Brian Barrett & Robert W. Kolb, 1995. "Analysis of spreads in agricultural futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(1), pages 69-86, February.
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More about this item
KeywordsFutures; spread; arbitrage; market efficiency; trading strategies;
- C - Mathematical and Quantitative Methods
- E - Macroeconomics and Monetary Economics
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G - Financial Economics
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