The relationship between freight cash and futures prices is investigated using cointegration econometrics. Results illustrate that the BIFFEX futures market is unbiased, and hence efficient for the current, one, two, and quarterly contract horizons. Since the futures contract is based on an index of
Price Discovery, Causality and Forecasting in the Freight Futures Market
โ Scribed by Manolis G. Kavussanos; Nikos K. Nomikos
- Book ID
- 111606326
- Publisher
- Springer US
- Year
- 2003
- Tongue
- English
- Weight
- 282 KB
- Volume
- 6
- Category
- Article
- ISSN
- 1380-6645
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๐ SIMILAR VOLUMES
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