Examining the dynamic relationship between spot and future prices of agricultural commodities
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More about this item
Keywordsagricultural commodity markets; futures prices; granger causality; spot prices;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2010-07-17 (Agricultural Economics)
- NEP-LAM-2010-07-17 (Central & South America)
- NEP-MIC-2010-07-17 (Microeconomics)
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