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IHS Economics Series Working Paper 4 March 1995 Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis Gerhard Rünstler Adusei Jumah Sohbet Karbuz
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Page 1: Arbitrage in Commodity Markets: A Full Systems ... fileinstitutional repository ihs vienna institut fijr hÖhere studien institute for advanced studies vienna

IHS Economics Series

Working Paper 4March 1995

Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis

Gerhard RünstlerAdusei Jumah

Sohbet Karbuz

Page 2: Arbitrage in Commodity Markets: A Full Systems ... fileinstitutional repository ihs vienna institut fijr hÖhere studien institute for advanced studies vienna

Impressum

Author(s):

Gerhard Rünstler, Adusei Jumah, Sohbet Karbuz

Title:

Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis

ISSN: Unspecified

1995 Institut für Höhere Studien - Institute for Advanced Studies (IHS)

Josefstädter Straße 39, A-1080 Wien

E-Mail: o [email protected]

Web: ww w .ihs.ac. a t

All IHS Working Papers are available online: http://irihs. ihs. ac.at/view/ihs_series/

This paper is available for download without charge at: http://irihs.ihs.ac.at/830/

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