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Cointegration: Some results on U.S. cattle prices · Study

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ArticleCointegration: Some results on U.S. cattle prices

David A. Bessler1991

Article1991

Cointegration: Some results on U.S. cattle prices

David A. Bessler · Ted Covey

107 citations·0/0 files stored·Journal of Futures Markets

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Economics of Agriculture and Food Markets Livestock Farming and Management Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1977Time Series Analysis: Forecasting and Control 1988Some recent development in a concept of causality 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1987Forecasting and testing in co-integrated systems 1980Testing for causality 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

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2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 1996Price dynamics in refined petroleum spot and futures markets 2000Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market 1998The hedging effectiveness of DAX futures 2007Market Efficiency and Price Discovery in the EU Carbon Futures Market 1997Information Flows Between Eurodollar Spot and Futures Markets

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Year1991

Typearticle

Published1991-08-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations107

Files0 public / 0

ShelfEconomics of Agriculture and Food Markets

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doi10.1002/fut.3990110406

openalex_workW1993085393

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