Linkages among agricultural commodity futures prices: evidence from Tokyo
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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: Applied Economics Letters
سال: 2001
ISSN: 1350-4851,1466-4291
DOI: 10.1080/135048501750157486