SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Dominant‐satellite relationships between live cattle cash and futures markets
9 references·7 citing·41 second hop
Dominant‐satellite relationships between live cattle cash and futures markets (1990)Dominant‐satellite relationships between …INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS (1984)INFERENCE AND CAUSALITY IN EC…Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…Tests for Predictive Relationships Between Time Series Variables: A Monte Carlo Investigation (1982)Tests for Predictive Relation…Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System (1982)Small Sample Properties of Th…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Autoregressive modeling and causal ordering of economic variables (1982)Autoregressive modeling and c…Granger-causality in multiple time series (1981)Granger-causality in multiple…Dominant and Satellite Markets: A Study of Dually-Traded Securities (1979)Dominant and Satellite Market…Fitting autoregressive models for prediction (1969)Fitting autoregressive models…Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets (2020)Measuring price discovery bet…The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach (2008)The dynamics of a nonlinear r…PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS (2004)PRICE DISCOVERY IN THINLY TRA…A selected review of agricultural commodity futures and options markets (2004)A selected review of agricult…Chapter 17 Spatial price analysis (2001)Chapter 17 Spatial price anal…An examination of cointegration relations between futures and local grain markets (1993)An examination of cointegrati…Price discovery and cointegration for live hogs (1991)Price discovery and cointegra…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Oil and the Macroeconomy since World War II (1983)Measuring the Information Content of Stock Trades (1991)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Spatial integration at multiple scales: rice markets in Madagascar (2009)The impact of market and policy instability on price transmission between wheat and flour in Ukraine (2009)Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model (2017)Macroeconomics and Reality (1980)Twin deficits during the 1980s: An empirical investigation (1990)A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA (2011)Bilateral political relations and sovereign wealth fund investment (2011)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Behavior of Interest Rates. (1972)Capital Markets: Theory and Evidence (2003)Cross-listing, price discovery and the informativeness of the trading process (2006)Information transmission in informationally linked markets: Evidence from US and Chinese commodity futures markets (2011)Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates (1977)An investigation of co-integration and causality between energy consumption and economic activity in Taiwan (1997)Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand (2003)Electricity consumption and economic growth: evidence from Korea (2004)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Cointegration and price discovery in US corn cash and futures markets (2017)Causal structure among US corn futures and regional cash prices in the time and frequency domain (2018)On the Impossibility of Informationally Efficient Markets (1980)Efficient Capital Markets: II (1991)Pre‐Harvest Price Expectations for Corn: The Information Content of USDA Reports and New Crop Futures (2008)Quantifying the WASDE Announcement Effect (2012)Agricultural commodity futures prices prediction via long- and short-term time series network (2019)Models of Man. (1959)Productivity shocks and real business cycles (1992)Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Tourism as a long-run economic growth factor: the Spanish case (2002)Estimation of Panel Vector Autoregression in Stata (2016)
this work references cited by second hop

References

  • 1969Fitting autoregressive models for prediction2,483 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1982Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System241 cited
  • 1984INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS236 cited
  • 1982Autoregressive modeling and causal ordering of economic variables205 cited
  • 1979Dominant and Satellite Markets: A Study of Dually-Traded Securities154 cited
  • 1982Tests for Predictive Relationships Between Time Series Variables: A Monte Carlo Investigation98 cited
  • 1981Granger-causality in multiple time series53 cited

Cited by

  • 1991Price discovery and cointegration for live hogs147 cited
  • 2004A selected review of agricultural commodity futures and options markets128 cited
  • 2001Chapter 17 Spatial price analysis113 cited
  • 2008The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach88 cited
  • 1993An examination of cointegration relations between futures and local grain markets70 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2004
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS
45 cited
  • 2020Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets26 cited