Pages that link to "Item:Q1417897"
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The following pages link to Price discovery, causality and forecasting in the freight futures market (Q1417897):
Displaying 7 items.
- Informed futures trading and price discovery: evidence from Taiwan futures and stock markets (Q370882) (← links)
- The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
- The price discovery model based on waveform similarity of sequence with data statistics (Q2815824) (← links)
- Market-dependent causality between futures and spot (Q3131133) (← links)
- Causal structure among US corn futures and regional cash prices in the time and frequency domain (Q5036343) (← links)
- The dynamics of the relationship between spot and futures markets under high and low variance regimes (Q5391281) (← links)
- Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities (Q6156334) (← links)