PRICE DISCOVERY IN THE FUTURES AND CASH MARKET FOR SUGAR

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.


Subject(s):
Issue Date:
2003
Publication Type:
Conference Paper/ Presentation
Record Identifier:
http://ageconsearch.umn.edu/record/35239
PURL Identifier:
http://purl.umn.edu/35239
Total Pages:
15
Series Statement:
Selected Paper




 Record created 2017-04-01, last modified 2018-01-22

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