Assessing the Current Situation of the World Wheat Market Leadership: Using the Semi-Parametric Approach

This paper examines the world wheat market leadership using price discovery occurring in wheat futures markets of the United States (U.S.) and Europe. An error correction model (ECM) generalized autoregressive conditional heteroskedasticity (GARCH), and semi-parametric dynamic copula methods are use...

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Bibliographic Details
Main Author: Osama Ahmed
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/2/115