Testing for asymmetric cointegration of Italian agricultural commodities prices: Evidence from the futures-spot market relationship
The volatility of food prices still raises concerns among agricultural market players, increasing interest in the futures markets, thus calling for a better understanding of the connection between the futures and the Italian spot prices. This study uses symmetric and asymmetric vector error correcti...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Czech Academy of Agricultural Sciences
2022-01-01
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| coleção: | Agricultural Economics (AGRICECON) |
| Assuntos: | |
| Acesso em linha: | https://agricecon.agriculturejournals.cz/artkey/age-202202-0002_testing-for-asymmetric-cointegration-of-italian-agricultural-commodities-prices-evidence-from-the-futures-spot.php |
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