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Out-of-sample testing price discovery in commodity markets: the case of soybeans

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  • Hildegart Ahumada
  • Magdalena Cornejo

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  • Hildegart Ahumada & Magdalena Cornejo, 2016. "Out-of-sample testing price discovery in commodity markets: the case of soybeans," Agricultural Economics, International Association of Agricultural Economists, vol. 47(6), pages 709-718, November.
    • Handle: RePEc:bla:agecon:v:47:y:2016:i:6:p:709-718
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    File URL: http://hdl.handle.net/10.1111/agec.2016.47.issue-6
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    Cited by:

    1. Zhepeng Hu & Mindy Mallory & Teresa Serra & Philip Garcia, 2020. "Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 51(6), pages 825-840, November.
    2. Paroissien, Emmanuel, 2020. "Forecasting bulk prices of Bordeaux wines using leading indicators," International Journal of Forecasting, Elsevier, vol. 36(2), pages 292-309.
    3. Xiaojie Xu, 2018. "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, vol. 55(4), pages 1889-1923, December.

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