Modeling the Dependency between Extreme Prices of Selected Agricultural Products on the Derivatives Market Using the Linkage Function

Modeling the Dependency between Extreme Prices of Selected Agricultural Products on the Derivatives Market Using the Linkage Function

The purpose of the article is to identify and estimate the dependency model for the extreme prices of agricultural products listed on the Chicago Mercantile Exchange. The article presents the results of the first stage of research covering the time interval 1975−2010. The selected products...

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Bibliographic Details
Main Authors: Zofia Gródek-Szostak, Gabriela Malik, Danuta Kajrunajtys, Anna Szeląg-Sikora, Jakub Sikora, Maciej Kuboń, Marcin Niemiec, Joanna Kapusta-Duch
Format: Article
Language:English
Published: MDPI AG 2019-08-01
Series:Sustainability
Subjects:
agricultural product
price
modeling
management
Online Access:https://www.mdpi.com/2071-1050/11/15/4144

Internet

https://www.mdpi.com/2071-1050/11/15/4144

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