Price discovery in commodity markets/ (Record no. 162937)
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000 -LEADER | |
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fixed length control field | 01590nam a22002657a 4500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | ZW-GwMSU |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20240425103037.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 230719b |||||||| |||| 00| 0 eng d |
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER | |
International Standard Serial Number | 13504851 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | MSU |
Transcribing agency | MSU |
Description conventions | rda |
Language of cataloging | English |
050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HB1.A666 APP |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Peri, Massimo |
Relator term | author |
245 10 - TITLE STATEMENT | |
Title | Price discovery in commodity markets/ |
Statement of responsibility, etc. | created by Massimo Peri, Lucia Baldi and Daniela Vandone |
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | New York: |
Name of producer, publisher, distributor, manufacturer | Taylor and Francis, |
Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
336 ## - CONTENT TYPE | |
Source | rdacontent |
Content type term | text |
Content type code | txt |
337 ## - MEDIA TYPE | |
Source | rdamedia |
Media type term | unmediated |
Media type code | n |
338 ## - CARRIER TYPE | |
Source | rdacarrier |
Carrier type term | volume |
Carrier type code | nc |
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
Title | Applied economics letters |
Volume/sequential designation | Volume 20, number 4 |
520 3# - SUMMARY, ETC. | |
Summary, etc. | This article investigates the long-run relationship between spot and futures prices for corn and soybean. We apply cointegration methodology, allowing for the presence of potentially unknown structural breaks and then study the causality relationships between spot and futures prices within each specific subperiod identified with the aim of analysing the price discovery. Empirical estimates highlight (i) multiple breaks exist in the cointegrating relationship between prices and (ii) subperiods consequently identified express different dynamics in the causal relationship between spot and futures prices and support the idea that fundamentals are important in explaining the 2007/08 food price increase. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Commodity |
Form subdivision | Futures markets |
General subdivision | Price discovery |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Baldi, Lucia |
Relator term | co author |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Vandone, Daniela |
Relator term | co author |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | https://doi.org/10.1080/13504851.2012.709590 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Library of Congress Classification |
Koha item type | Journal Article |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Serial Enumeration / chronology | Total Checkouts | Full call number | Date last seen | Copy number | Koha item type | Public note |
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Library of Congress Classification | Main Library | Main Library | - Special Collections | 15/01/2014 | Vol. 20, no.4 (pages 397-403) | HB1.A666 APP | 19/07/2023 | SP17976 | Journal Article | For in house use only |