Open AccessInterconnectedness between Commodity Futures and Spot Prices: A Comparative Analysis between Ordinary Least Square (OLS) and Quantile Regression (QR)
Author(s) -
Cosmos Amoah
Publication year - 2021
Publication title -
ji shu yu tou zi
Language(s) - English
Resource type - Journals
eISSN - 2150-4059
pISSN - 2150-4067
DOI - 10.4236/ti.2021.123009
Subject(s) - futures contract , economics , ordinary least squares , spot contract , quantile regression , quantile , econometrics , normal backwardation , commodity , contango , financial economics , estimator , speculation , hedge , statistics , mathematics , finance , ecology , biology