Information and Price Response in Storable Commodity Futures Markets: An Application to Lumber Contracts

announcement effects;theory of storage;futures markets;commodity futures;volatility;event study

Karali, Berna ; Walter N. Thurman, Committee Chair,Douglas K. Pearce, Committee Member,Denis Pelletier, Committee Member,David A. Dickey, Committee Member,Karali, Berna ; Walter N. Thurman ; Committee Chair ; Douglas K. Pearce ; Committee Member ; Denis Pelletier ; Committee Member ; David A. Dickey ; Committee Member

University:North Carolina State University

关键词: announcement effects;    theory of storage;    futures markets;    commodity futures;    volatility;    event study;   

Others  :  https://repository.lib.ncsu.edu/bitstream/handle/1840.16/4215/etd.pdf?sequence=1&isAllowed=y

美国|英语

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