Linkages among precious metals commodity futures prices: evidence from Tokyo

Yoichi Tsuchiya

Economics Bulletin, 2010, vol. 30, issue 3, 1772-1777

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.

Keywords: Commodity Futures; Futures Pricing; Futures Market; Natural Resources (search for similar items in EconPapers)
JEL-codes: G1 O1 (search for similar items in EconPapers)
Date: 2010-07-13
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Citations: View citations in EconPapers (3)

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