The Effects of Futures Markets on the Spot Price Volatility of Storable Commodities
This thesis examines the relationship between spot prices, futures prices, and ending stocks for storable commodities. We used Granger causality and DAGs to determine causal relationships and cointegration tests to determine long-run relationships. We use VAR/VECM and consider innovation accountin...
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| Format: | Others |
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North Dakota State University
2019
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| Online Access: | https://hdl.handle.net/10365/29795 |