Modelling the Relationship Between Agricultural Commodity Prices, Energy Prices, And Exchange Rate: Evidence from A Three Stage Markov-Switching Model
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: World Journal of Agriculture and Soil Science
سال: 2019
ISSN: 2641-6379
DOI: 10.33552/wjass.2019.03.000554