COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS

DOI10.1017/S1365100599011050zbMath0947.91031OpenAlexW2065785549MaRDI QIDQ4265811

Kenneth A. Foster, Arthur Havenner

Publication date: 12 November 2000

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100599011050

zbMATH Keywords

cointegrationcommodity futuresstate-space time series

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

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