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Relative Commodity Prices and Cointegration

✍ Scribed by Juergen von Hagen


Book ID
124697258
Publisher
American Statistical Association
Year
1989
Tongue
English
Weight
253 KB
Volume
7
Category
Article
ISSN
0735-0015

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Underlying the search for arbitrage opportunities across commodity futures markets that differ in market structure is the idea that the futures prices for similar commodities that are traded on different exchanges adjusted for differences in currency, delivery time (if any), location, and market str