메뉴 건너뛰기




Volumn 16, Issue 5, 1996, Pages 595-609

Linkages between agricultural commodity futures contracts

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030514052     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1096-9934(199608)16:5<595::aid-fut6>3.0.co;2-b     Document Type: Article
Times cited : (50)

References (12)
  • 1
    • 84979391473 scopus 로고
    • Some Determinants of the Volatility of Futures Prices
    • Andersen, R. W. (1985): "Some Determinants of the Volatility of Futures Prices," The Journal of Futures Markets, 11:331-348.
    • (1985) The Journal of Futures Markets , vol.11 , pp. 331-348
    • Andersen, R.W.1
  • 2
    • 0001596508 scopus 로고
    • The Time Pattern of Hedging and the Volatility of Futures Prices
    • Anderson, R. W., and Danthine, J. (1983): "The Time Pattern of Hedging and the Volatility of Futures Prices," Review of Economic Studies, 50:249-266.
    • (1983) Review of Economic Studies , vol.50 , pp. 249-266
    • Anderson, R.W.1    Danthine, J.2
  • 3
    • 85036258669 scopus 로고
    • Distribution of the Estimators for Autoregressive Time Series with a Unit Root
    • Dickey, D. A., and W. A. Fuller (1979): "Distribution of the Estimators for Autoregressive Time Series with a Unit Root," Journal of the American Statistical Association, 74, pp: 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 4
    • 0000013567 scopus 로고
    • Cointegration and Error Correction: Representation, Estimation, and Testing
    • Engle, R. F., and C. W. J. Granger (1987): "Cointegration and Error Correction: Representation, Estimation, and Testing," Econometrica, 55, pp:251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 5
    • 49049127476 scopus 로고
    • Comparing Alternative Tests of Causality in Temporal Systems
    • Geweke, J., R. Meese, and W. Dent (1983): "Comparing Alternative Tests of Causality in Temporal Systems," Journal of Econometrics, 21, pp:161-194.
    • (1983) Journal of Econometrics , vol.21 , pp. 161-194
    • Geweke, J.1    Meese, R.2    Dent, W.3
  • 6
    • 0000309744 scopus 로고
    • Small Sample Properties of Three Tests for Granger Causal Ordering in a Bivariate Stochastic System
    • Guilkey, D. K., and M. K. Salemi (1982): "Small Sample Properties of Three Tests for Granger Causal Ordering in a Bivariate Stochastic System", The Review of Economics and Statistics, 64, pp:668-680.
    • (1982) The Review of Economics and Statistics , vol.64 , pp. 668-680
    • Guilkey, D.K.1    Salemi, M.K.2
  • 7
    • 0000552187 scopus 로고
    • Causality in Temporal Systems: Characterizations and a Survey
    • Pierce, D. A., and L. D. Haugh (1977): "Causality in Temporal Systems: Characterizations and a Survey," Journal of Econometrics, 5, pp:265-293.
    • (1977) Journal of Econometrics , vol.5 , pp. 265-293
    • Pierce, D.A.1    Haugh, L.D.2
  • 8
    • 0001256372 scopus 로고
    • The Excess Comovement of Commodity Prices
    • Pindyck, R. and J. Rotemberg (1990): "The Excess Comovement of Commodity Prices," Economic Journal, 100, pp:1173-1189.
    • (1990) Economic Journal , vol.100 , pp. 1173-1189
    • Pindyck, R.1    Rotemberg, J.2
  • 9
    • 0000640419 scopus 로고
    • Commodity Prices: Cyclical Weakness or Secular Decline?
    • Reinhart, C. and P. Wickham (1994): "Commodity Prices: Cyclical Weakness or Secular Decline?" IMF Staff Papers, 41, pp.:175-213.
    • (1994) IMF Staff Papers , vol.41 , pp. 175-213
    • Reinhart, C.1    Wickham, P.2
  • 10
    • 84978552411 scopus 로고
    • Evidence for a Weather Persistence Effect on the Corn, Wheat, and Soybean Growing Season Price Dynamics
    • Stevens, S. C. (1991): "Evidence for a Weather Persistence Effect on the Corn, Wheat, and Soybean Growing Season Price Dynamics", The Journal of Futures Markets, 11, pp:81-88.
    • (1991) The Journal of Futures Markets , vol.11 , pp. 81-88
    • Stevens, S.C.1
  • 12
    • 8744221733 scopus 로고
    • An Analysis of Factors Influencing Corn Yield
    • USDA, ERS, FdS-310, May:27-31
    • Westcott, P. C. (1989): "An Analysis of Factors Influencing Corn Yield," Feed Outlook and Situation Report, USDA, ERS, FdS-310, May:27-31.
    • (1989) Feed Outlook and Situation Report
    • Westcott, P.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.