Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets
Author:
Affiliation:
1. University of Illinois Urbana Illinois
2. Purdue University West Lafayette Indiana
Funder
National Institute of Food and Agriculture
U.S. Department of Agriculture
Publisher
Wiley
Subject
Economics and Econometrics,Agronomy and Crop Science
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/agec.12594
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1. Quantifying the WASDE Announcement Effect
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