This paper examines the relations among hog, corn, and soybean meal futures price series using the Perron (1997) unit root test and autoregressive multivariate cointegration models. Accounting for the significant seasonal factors and time trends, we find the three series are cointegrated with one si
Multiple-year pricing strategies for corn and soybeans
β Scribed by Kenyon, David E.; Beckman, Charles V.
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 359 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0270-7314
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