An Economic Analysis Of The Determinants Of Lumber Futures Price Movements
Recent lumber price volatility has been attributed to Spotted Owl Litigation and U.S.-Canada trade disputes. We use intervention analysis to explain daily lumber futures price volatility based on these events and other factors. The way information enters the market is shown to affect the speed and extent of market reaction.
(This abstract was borrowed from another version of this item.)
|Date of creation:||1999|
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Seung‐Ryong Yang & B. Wade Brorsen, 1995. "Price limits as an explanation of thin‐tailedness in pork bellies futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(1), pages 45-59, 02.
- Thomas L. Mann & Richard J. Dowen, 1996. "Are hog and pig reports informative?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(3), pages 273-287, 05.
- Montgomery Claire A. & Brown Jr. , Gardner M. & Adams Darius M., 1994. "The Marginal Cost of Species Preservation: The Northern Spotted Owl," Journal of Environmental Economics and Management, Elsevier, vol. 26(2), pages 111-128, March.
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