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Cointegration of agricultural commod...

Brotcke, Liming.

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Cointegration of agricultural commodity futures between spatially separated markets.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Cointegration of agricultural commodity futures between spatially separated markets./
作者:	Brotcke, Liming.
面頁冊數:	183 p.
附註:	Adviser: Lawrence Officer.
Contained By:	Dissertation Abstracts International67-09A.
標題:	Economics, Agricultural. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3233136
ISBN:	9780542867835

Cointegration of agricultural commodity futures between spatially separated markets.
Brotcke, Liming.

Cointegration of agricultural commodity futures between spatially separated markets. - 183 p.

Adviser: Lawrence Officer.

Thesis (Ph.D.)--University of Illinois at Chicago, 2006.

Prices of soybeans, soybean meal, and wheat commodity futures trading at the CBOT and their relevant Chinese exchanges were examined. A new way of data arrangement was developed.

ISBN: 9780542867835Subjects--Topical Terms:

626648
Economics, Agricultural.

Cointegration of agricultural commodity futures between spatially separated markets.
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020 $a 9780542867835
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100 1 $a Brotcke, Liming. $3 1269242
245 1 0 $a Cointegration of agricultural commodity futures between spatially separated markets.
300 $a 183 p.
500 $a Adviser: Lawrence Officer.
500 $a Source: Dissertation Abstracts International, Volume: 67-09, Section: A, page: 3516.
502 $a Thesis (Ph.D.)--University of Illinois at Chicago, 2006.
520 $a Prices of soybeans, soybean meal, and wheat commodity futures trading at the CBOT and their relevant Chinese exchanges were examined. A new way of data arrangement was developed.
520 $a A total of six-year (1999-2004) trading history was investigated using daily data between the two countries. Time series analysis was conducted in addition to institutional examination. Contract-specific data and full-time period data were inspected, respectively to scrutinize the law of one price, market integration, efficiency, and market structural changes were.
520 $a Research findings revealed that there is an overall long-run equilibrium relationship between the U.S. and Chinese soybeans futures trading, a partial long-term equilibrium in the soybean meal market and a weak equilibrium in the wheat market. Moreover, the integrated futures markets for soybeans and soybean meal are efficient, which is the result of increased trade flow. The inefficiency of wheat market between the two countries is possibly caused by severe Chinese government intervention.
590 $a School code: 0799.
650 4 $a Economics, Agricultural. $3 626648
650 4 $a Economics, Finance. $3 626650
690 $a 0503
690 $a 0508
710 2 $a University of Illinois at Chicago. $3 1020478
773 0 $t Dissertation Abstracts International $g 67-09A.
790 $a 0799
790 1 0 $a Officer, Lawrence, $e advisor
791 $a Ph.D.
792 $a 2006
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3233136