Modelling risk for commodities in Brazil: an application to live cattle spot and futures prices
This study analysed a series of live cattle spot and futures prices from the Boi Gordo Index (BGI) in Brazil. The objective was to develop a model that best portrays this commodity’s behaviour to estimate futures prices more accurately. The database created contained 2,010 daily entries in which tra...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/24490 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/24490 |