COCOA PRICES RELATIONSHIPS ON LONDON AND NEW YORK MARKETS AND IMPLICATIONS FOR TRADERS

COCOA PRICES RELATIONSHIPS ON LONDON AND NEW YORK MARKETS AND IMPLICATIONS FOR TRADERS

This study investigates the relationships existing between spot and futures prices of cocoa on and between London and New York markets, using daily prices from 2004 to 2008. Unit root test using Augmented Dickey-Fuller and Phillip Perron tests show non-stationarity (at the levels), but the four vari...

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محفوظ في:

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون:	TIJANI, A. A., KASSALI, R.
التنسيق:	Online
منشور في:	The Faculty of Agriculture Obafemi Awolowo University, Ile-Ife, Nigeria. 2020
الموضوعات:	Cocoa, Spot price, Price risk, Co-integration, Futures trading
الوصول للمادة أونلاين:	https://ija.oauife.edu.ng/index.php/ija/article/view/379
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!

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