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Determinants of agricultural futures price volatilities: Evidence from winnipeg commodity exchange

✍ Scribed by Nabil Khoury; Pierre Yourougou

Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
723 KB
Volume
13
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.

✦ Synopsis

ccc 0270-73141931040345 -12 DATA AND METHODOLOGY Daily data of high, low, open, and close prices for canola, rye, feed barley, feed wheat, flaxseed, and oats futures are from the records of the Winnipeg Commodity Exchange, for *Lockwood and Linn (1990) among others reported similar findings for intraday stock return volatility.

AG FUTURES PRICE VOLATILITIES / 347

'It should be noted that the one-way ANOVA test is valid only if the population is normally distributed with equal variances.

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