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 int
Fractional integration in agricultural futures price volatilities revisited
โ Scribed by Peter S. Sephton
- Book ID
- 109300300
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 98 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0169-5150
No coin nor oath required. For personal study only.
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Another major economic function of the futures market is a price discovery role. Futures price for a commodity represents all the information about the future cash price. So, economic agents make plans and decisions by looking at the futures price. Jisoo Yo0 is an Assistant professor o f Economics