The forward pricing function of industrial metal futures - evidence from cointegration and smooth transition regression analysis

International Review of Applied Economics

Volumn 27, Issue 4, 2013, Pages 472-490

  Beckmann, Joscha ^a   Czudaj, Robert ^a,b  

^a UNIVERSITY OF DUISBURG ESSEN   (Germany)

^b UNIVERSITY OF APPLIED SCIENCES   (Germany)

Author keywords

cointegration; commodities; metal; smooth transition regression; spot and futures markets

Indexed keywords

COINTEGRATION ANALYSIS; COMMODITY MARKET; FUTURE PROSPECT; GLOBAL PERSPECTIVE; LOGISTICS; METAL; PRICE DETERMINATION; PRICE DYNAMICS; REGRESSION ANALYSIS; TRADE FLOW; TRADE PERFORMANCE;

EID: 84880930837     PISSN: 02692171     EISSN: 14653486     Source Type: Journal    
DOI: 10.1080/02692171.2012.736480     Document Type: Article

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