Arbitrage, Cointegration and Testing the Unbiasedness Hypothesis in Coffee Futures Traded at the CSCE
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- Malini, Nair, 2005. "Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE," MPRA Paper 37530, University Library of Munich, Germany.
References listed on IDEAS
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"Actuarial Effects of Unit Structure in the U.S. Actual Production History Crop Insurance Program,"
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Cambridge University Press, vol. 31(03), pages 519-535, December.
- Knight, Thomas O. & Coble, Keith H., 1999. "Actuarial Effects Of Unit Structure In The U.S. Actual Production History Crop Insurance Program," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(03), December.
- Vincent H. Smith & Barry K. Goodwin, 1996. "Crop Insurance, Moral Hazard, and Agricultural Chemical Use," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(2), pages 428-438.
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- Sabuhoro, Jean Bosco & Larue, Bruno, 1997. "The market efficiency hypothesis: the case of coffee and cocoa futures," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 16(3), August.
- Goodwin, Barry K., 1994. "Premium Rate Determination In The Federal Crop Insurance Program: What Do Averages Have To Say About Risk?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(02), December.
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More about this item
KeywordsCoffee futures; Error Correction Model; Dickie Fuller Test; Johansen Procedure;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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