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Linkages Among Precious Metals Commodity Futures Prices: Evidence from Tokyo


Yoichi Tsuchiya


Tokyo University of Science; State University of New York at Buffalo

Economics Bulletin, Vol. 30, No. 3, pp. 1772-1777, 2010

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.

Number of Pages in PDF File: 6

Keywords: Commodity Futures, Futures Pricing, Futures Market, Natural Resources

JEL Classification: G1, O1

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Date posted: August 2, 2010  

Suggested Citation

Tsuchiya, Yoichi, Linkages Among Precious Metals Commodity Futures Prices: Evidence from Tokyo. Economics Bulletin, Vol. 30, No. 3, pp. 1772-1777, 2010. Available at SSRN: http://ssrn.com/abstract=1651339

Contact Information

Yoichi Tsuchiya (Contact Author)
Tokyo University of Science
500 Shimokiyoku
Kuki, Saitama
Japan
State University of New York at Buffalo ( email )
NY
United States
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