Browsing by Author "Goetz, Cole Louis"
Now showing items 1-1 of 1
-
The Effects of Futures Markets on the Spot Price Volatility of Storable Commodities
Goetz, Cole Louis (North Dakota State University, 2019)This thesis examines the relationship between spot prices, futures prices, and ending stocks for storable commodities. We used Granger causality and DAGs to determine causal relationships and cointegration tests to determine ...