A speculative bubble in commodity futures prices? Cross-sectional evidence
نویسندگان
چکیده
منابع مشابه
Linkages among agricultural commodity futures prices: evidence from Tokyo
Malliaris and Urrutia (1996) use cointegration to analyse the prices of agricultural commodity futures contracts traded on the Chicago Board of Trade (CBOT). They ® nd a long-run relationship among US grown corn, wheat, oat, soybean, soybean meal and soybean oil futures prices and assert that this empirical ® nding is consistent with two alternative hypotheses. The ® rst is that common economic...
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ژورنال
عنوان ژورنال: Agricultural Economics
سال: 2010
ISSN: 0169-5150,1574-0862
DOI: 10.1111/j.1574-0862.2009.00422.x