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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The Faculty of Agriculture Obafemi Awolowo University, Ile-Ife, Nigeria.
2020
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| Online adgang: | https://ija.oauife.edu.ng/index.php/ija/article/view/379 |
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