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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| Materias: | |
| 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 |