Spot Price Volatility and Information Transmission: Evidence from Japanese Coffee Futures Markets

碩士 === 國立臺灣大學 === 農業經濟學研究所 === 99 === The agricultural food prices have risen rapidly since 2007. The climate change has an impact on the agricultural food price volatility. With an increase of the agricultural futures trades, we concern the effect of futures on spot price volatility and its eco...

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Bibliographic Details
Main Authors: Jing-Yu Li, 李靜渝
Other Authors: Rhung-Jieh Wu
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/12011521144642755753