Modelling and measuring price discovery in commodity markets
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Publication:736559
DOI10.1016/j.jeconom.2010.03.013zbMath1431.62611MaRDI QIDQ736559
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/15910
cointegration; futures prices; price discovery; permanent-transitory decomposition; convenience yield; commodity markets; backwardation; contango