Price discovery in a private cash forward market for lumber

Journal of Forest Economics

Volumn 14, Issue 1, 2008, Pages 73-89

  Manfredo, Mark R ^a   Sanders, Dwight R ^b  

^a ARIZONA STATE UNIVERSITY   (United States)

^b SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Forward prices; Futures prices; Granger causality; Price discovery; Spot prices

Indexed keywords

BENCHMARKING; COMMERCE; COST ACCOUNTING; MARKETING;

CASH FORWARD MARKET; GRANGER CAUSALITY; PRICE RISK;

WOOD PRODUCTS;

COMMODITY PRICE; CONSUMPTION BEHAVIOR; FOREST PRODUCT; GRANGER CAUSALITY TEST; MARKETING; PRICE DYNAMICS;

COMMERCE; LUMBER; MARKETING; PRICES;

NORTH AMERICA; UNITED STATES;

EID: 37549014598     PISSN: 11046899     EISSN: 16181530     Source Type: Journal    
DOI: 10.1016/j.jfe.2007.04.003     Document Type: Article

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