Midlands State University Library

Price discovery in commodity markets/ (Record no. 162937)

MARC details
000 -LEADER
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
Holdings
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
    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