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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Ngā kaituhi matua:	TIJANI, A. A., KASSALI, R.
Hōputu:	Online
I whakaputaina:	The Faculty of Agriculture Obafemi Awolowo University, Ile-Ife, Nigeria. 2020
Ngā marau:	Cocoa, Spot price, Price risk, Co-integration, Futures trading
Urunga tuihono:	https://ija.oauife.edu.ng/index.php/ija/article/view/379
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