Sign and size asymmetries between futures and spot prices in the markets of agricultural commodities
The goal of the present article is to examine asymmetries in sign and size among spot and futures prices in the markets of agricultural commodities of corn, hard red wheat, and soybeans. Daily observations of spot and futures prices for the three agricultural commodities and the econometric tool of...
| Published in: | Modern Finance |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Modern Finance Institute
2025-07-01
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| Subjects: | |
| Online Access: | https://mf-journal.com/article/view/254 |