✦ LIBER ✦

Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market

✍ Scribed by Frank Westerhoff; Stefan Reitz

Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 209 KB
Volume: 349
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2004.11.015

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Quasi-rational and ex ante price expecta

Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market

✍ Matthew T. Holt; Andrew M. McKenzie 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 240 KB

## Abstract A statistically optimal inference about agents' __ex ante__ price expectations within the US broiler market is derived using futures prices of related commodities along with a quasi‐rational forecasting regression equation. The modelling approach, which builds on a Hamilton‐type framewo

The UK end user markets for design engin

The UK end user markets for design engineering components and the UK market for computer-aided design equipment: National Technical Information Service, US Department of Commerce (December 1976) price to be announced

📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 163 KB