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- W2899384503 abstract "Abstract This paper examines contemporaneous and Granger causality among US corn futures and seven cash prices from major producing states for January 2006–March 2011. Causal flows from futures to cash prices are identified with contemporaneous and in-sample Granger causality tests but not with the out-of-sample Granger causality test. While no interstate in-sample or out-of-sample Granger causality is found, contemporaneous causal linkages are revealed. No causality from cash to futures prices is determined." @default.
- W2899384503 created "2018-11-09" @default.
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- W2899384503 date "2018-11-02" @default.
- W2899384503 modified "2023-10-18" @default.
- W2899384503 title "Contemporaneous and Granger causality among US corn cash and futures prices" @default.
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- W2899384503 doi "https://doi.org/10.1093/erae/jby036" @default.
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