Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities (Q6156334)
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scientific article; zbMATH DE number 7695306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities |
scientific article; zbMATH DE number 7695306 |
Statements
Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities (English)
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13 June 2023
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agricultural commodity price
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threshold effect
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price discovery
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market efficiency
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time-varying VECM
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