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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書誌詳細
主要な著者:	TIJANI, A. A., KASSALI, R.
フォーマット:	Online
出版事項:	The Faculty of Agriculture Obafemi Awolowo University, Ile-Ife, Nigeria. 2020
主題:	Cocoa, Spot price, Price risk, Co-integration, Futures trading
オンライン･アクセス:	https://ija.oauife.edu.ng/index.php/ija/article/view/379
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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