SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Variability in soybean futures prices: An integrated framework · Study

ArticleShelves

ArticleVariability in soybean futures prices: An integrated framework

Deborah H. Streeter1992

Article1992

Variability in soybean futures prices: An integrated framework

Deborah H. Streeter · William G. Tomek

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 74 citations exist upstream.

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2015Proof that Properly Anticipated Prices Fluctuate Randomly 1983The Econometric Analysis of Time Series.1985Some determinants of the volatility of futures prices 1983The Time Pattern of Hedging and the Volatility of Futures Prices 1980Some Tests of Dynamic Specification for a Single Equation 2016Alternative Approaches to Analyzing Economic Data 1981The relationship between volume and price variability in futures markets

Cited by

2005How much of commodity price behavior can a rational expectations storage model explain?2010What Explains the Rise in Food Price Volatility?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2002Empirical Testing of the Samuelson Hypothesis: An Application to Futures Markets in Australia, Singapore and the UKpreprint · 6 shared references 1987Factors affecting agricultural futures price variancearticle · 5 shared references 1988Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticityarticle · 4 shared references 2007The Samuelson hypothesis in futures markets: An analysis using intraday dataarticle · 4 shared references 2000Determinants of endogenous price risk in corn and wheat futures marketsarticle · 4 shared references 2007Long memory in commodity futures volatility: A wavelet perspectivearticle · 4 shared references

Details

Year1992

Typearticle

Published1992-12-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations74

Files0 public / 0

ShelfEconomics of Agriculture and Food Markets

Identifiers

doi10.1002/fut.3990120609

openalex_workW2057559654

Links

Imported from OpenAlex (CC0) — nothing here is generated.