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Southern Agricultural Economics Association >
2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama >
Please use this identifier to cite or link to this item:
http://purl.umn.edu/35239
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| Title: | PRICE DISCOVERY IN THE FUTURES AND CASH MARKET FOR SUGAR |
| Authors: | Armstrong, Delroy
Zapata, Hector O.
Fortenbery, T. Randall |
| Authors (Email): | Armstrong, Delroy (darmst1@lsu.edu)
Zapata, Hector O. (hzapata@agcenter.lsu.edu)
Fortenbery, Randy (fortenbery@aae.wisc.edu) |
| Issue Date: | 2003 |
| Series/Report no.: | Selected Paper |
| Abstract: | Pricing function using world sugar futures (WSF) has received limited research interest. Findings indicate that WSF and cash prices for the Dominican Republic appears cointegrated with changing relationships. Previous work suggests that futures markets price the cheapest quality of commodities deliverable on contracts. Cointegration results are consistent with this argument. |
| URI: | http://purl.umn.edu/35239 |
| Institution/Association: | Southern Agricultural Economics Association>2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama |
| Total Pages: | 15 |
| Language: | English |
| Collections: | 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama
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| sp03ar05.pdf | 310Kb | PDF | View/Open |
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