Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
Year of publication: |
2012
|
---|---|
Authors: | Czudaj, Robert ; Beckmann, Joscha |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 32.2012, 2, p. 1695-1707
|
Publisher: |
AccessEcon |
Subject: | agriculture | energy | cointegration | commodities | market efficiency | metals | panel | spot and futures markets | unit root |
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