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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| Format: | Article |
| Language: | English |
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MDPI AG
2021-01-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/9/2/115 |