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Examining the dynamic relationship between spot and future prices of agricultural commodities
15 references·2 citing·48 second hop
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this work references cited by second hop

References

  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 2006A new statistic and practical guidelines for nonparametric Granger causality testing962 cited
  • 1983Price Movements and Price Discovery in Futures and Cash Markets641 cited
  • 2001The Dynamics of Commodity Spot and Futures Markets: A Primer591 cited
  • 2011China has reached the Lewis turning point409 cited
  • 1978Information, futures prices, and stabilizing speculation391 cited
  • 2009When speculation matters219 cited
  • 1970Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing Roles197 cited
  • 2010Positional spending and status seeking in rural China186 cited
  • 1983The Determination of Spot and Futures Prices with Storable Commodities157 cited
  • 1996Volatility in Wheat Spot and Futures Markets, 1950-1993: Government Farm Programs, Seasonality, and Causality102 cited
  • 1981The Price‐Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis95 cited
  • 2009Implementing Physical and Virtual Food Reserves to Protect the Poor and Prevent Market Failure93 cited
  • 1983Price Volatility of Storable Commodities under Rational Expectations in Spot and Futures Markets90 cited

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  • 2011The medium-term impact of the primary education stipend in rural Bangladesh58 cited
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    • 2017Linear and Nonlinear Causality between Corn Cash and Futures Prices76 cited
    • 2016Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles15 cited