Non-linearities in the relationship of agricultural futures prices

European Review of Agricultural Economics

Volumn 41, Issue 1, 2014, Pages 1-23

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

^a UNIVERSITY OF DUISBURG ESSEN   (Germany)

^b KIEL INSTITUTE FOR THE WORLD ECONOMY   (Germany)

^c UNIVERSITY OF APPLIED SCIENCES   (Germany)

Author keywords

agriculture; backwardation; commodities; contango; futures markets; smooth transition regression

Indexed keywords

AGRICULTURAL MARKET; AGRICULTURE; FOOD; PRICE DYNAMICS;

EID: 84889099013     PISSN: 01651587     EISSN: 14643618     Source Type: Journal    
DOI: 10.1093/erae/jbt015     Document Type: Article

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