Futures Trading Activity and Commodity Cash Price Volatility Conference Paper

authors

• Leatham, David

published proceedings

• Journal of Business Finance & Accounting

author list (cited authors)

• Yang, J., Balyeat, R. B., & Leatham, D. J.

citation count

• 71

complete list of authors

• Yang, Jian||Balyeat, R Brian||Leatham, David J

publication date

• January 2005

publisher

• Wiley  Publisher

published in

• Journal of Business Finance & Accounting  Journal

keywords

• Agricultural Commodity
• Cash Price Volatility
• Futures Trading
• Garch
• Generalized Forecast Error Variance Decomposition

Digital Object Identifier (DOI)

• 10.1111/j.0306-686x.2005.00595.x

start page

• 297

end page

• 323

volume

• 32

issue

• 1-2

URL

• http://dx.doi.org/10.1111/j.0306-686x.2005.00595.x