The Effect of Liquidity Shocks on the Resiliency of Agricultural Futures markets

Joost Pennings; Andres Trujillo-Barrera; Marjolein Verhulst

The Effect of Liquidity Shocks on the Resiliency of Agricultural Futures markets

Joost Pennings, Andres Trujillo-Barrera, Marjolein Verhulst

Research output: Contribution to conference › Paper › Academic

Original language	English
Publication status	Published - 2019
Event	2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting - Atlanta, United States Duration: 21 Jul 2019 → 23 Jul 2019

Conference

Conference	2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting
Country/Territory	United States
City	Atlanta
Period	21/07/19 → 23/07/19

JEL classifications

g00 - Financial Economics: General
g13 - "Contingent Pricing; Futures Pricing; option pricing"

Keywords

FUTURES MARKETS
FINANCE

Cite this

@conference{7d5d72b29d544d0db6d3ae025d1ec6d3,

title = "The Effect of Liquidity Shocks on the Resiliency of Agricultural Futures markets",

keywords = "FUTURES MARKETS, FINANCE",

author = "Joost Pennings and Andres Trujillo-Barrera and Marjolein Verhulst",

note = "Data source: co-author(s); 2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting ; Conference date: 21-07-2019 Through 23-07-2019",

year = "2019",

language = "English",

}

TY - CONF

T1 - The Effect of Liquidity Shocks on the Resiliency of Agricultural Futures markets

AU - Pennings, Joost

AU - Trujillo-Barrera, Andres

AU - Verhulst, Marjolein

N1 - Data source: co-author(s)

PY - 2019

Y1 - 2019

KW - FUTURES MARKETS

KW - FINANCE

UR - https://www.aaea.org/meetings/2019-aaea-annual-meeting/

M3 - Paper

T2 - 2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting

Y2 - 21 July 2019 through 23 July 2019

ER -

The Effect of Liquidity Shocks on the Resiliency of Agricultural Futures markets

Conference

JEL classifications

Keywords

Other files and links

Cite this