Linkages among precious metals commodity futures prices: Evidence from Tokyo

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract

We investigate whether long-term co-movements among the prices of precious metals commodity futures contracts can be observed. The past literature on agricultural commodity futures prices obtains the mixed results. We find that there is no long-term interdependence among the prices of the four non-agricultural commodity products traded at the Tokyo Commodity Exchange. The finding provides new evidence against interdependence of commodity futures prices.

Original languageEnglish
Pages (from-to)1-5
Number of pages5
JournalEconomics Bulletin
Volume30
Issue number3
Publication statusPublished - 2010 Sep 9
Externally publishedYes

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)

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