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Applied Economics Letters Volume 27, 2020 - Issue 2
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Articles

Duration dependence among agricultural futures with different maturities

Steffen VolkenandHumboldt-Universität zu Berlin, Berlin, Germany
,
Guenther FillerHumboldt-Universität zu Berlin, Berlin, Germany
,
Marlene KionkaHumboldt-Universität zu Berlin, Berlin, Germany
&
Martin OdeningHumboldt-Universität zu Berlin, Berlin, GermanyCorrespondence[email protected]
Pages 150-155 | Published online: 26 Apr 2019

Citations (2)

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Read on this site (1)

Wei Xie & Yi An. (2023) Should dominant contracts move to nearby months?--Evidence from Chinese agricultural futures markets. Applied Economics 55:41, pages 4817-4840.
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Articles from other publishers (1)

Steffen Volkenand, Günther Filler & Martin Odening. (2020) Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities. Risks 8:3, pages 75.
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