Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework

This study aims to investigate the relationship between the spot and futures commodity markets. Considering the complexity of the relationship, we use a nonlinear autoregressive distributed lag (NARDL) framework that considers the asymmetry and nonlinearity in both the long and short run. Based on t...

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Detalles Bibliográficos
Autores principales: Ameur, Hachmi Ben, Ftiti, Zied, Louhichi, Waël
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8314855/
https://www.ncbi.nlm.nih.gov/pubmed/34334864
http://dx.doi.org/10.1007/s10479-021-04172-3

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8314855/
https://www.ncbi.nlm.nih.gov/pubmed/34334864
http://dx.doi.org/10.1007/s10479-021-04172-3

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