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Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations

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  • Dharmasena, Senarath
  • Fang, Lu
  • Bessler, David A.
  • Jing, Wang

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  • Dharmasena, Senarath & Fang, Lu & Bessler, David A. & Jing, Wang, 2014. "Price Discovery of World and China Vegetable Oil Markets and Causality with Non-Gaussian Innovations," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169781, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea14:169781
    DOI: 10.22004/ag.econ.169781
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    References listed on IDEAS

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    3. Park, Haesun & Mjelde, James W. & Bessler, David A., 2008. "Price interactions and discovery among natural gas spot markets in North America," Energy Policy, Elsevier, vol. 36(1), pages 290-302, January.
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    8. Jian Yang & David A. Bessler, 2004. "The International Price Transmission in Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, vol. 42(3), pages 370-386, July.
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    International Relations/Trade; Marketing; Research Methods/ Statistical Methods;
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