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Handling the discontinuity in futures prices when time seri..:
Maples, Joshua G.
;
Brorsen, B. Wade
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. 70 (2022) 2 - p. 139-152 , 2022
Link:
https://doi.org/10.1111/cjag.12306
RT Journal T1 <Title>Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1111_cjag.12306&Exemplar=1&LAN=DE A1 Maples, Joshua G. A1 Brorsen, B. Wade PB Wiley YR 2022 SN 0008-3976 SN 1744-7976 JF Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie VO 70 IS 2 SP 139 OP 152 LK http://dx.doi.org/https://doi.org/10.1111/cjag.12306 DO https://doi.org/10.1111/cjag.12306 SF ELIB - SuUB Bremen
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