英文文献:An Economic Analysis Of The Determinants Of Lumber Futures Price Movements
英文文献作者:Rucker, Randal R.,Thurman, Walter N.,Yoder, Jonathan K.
英文文献摘要:
Recent lumber price volatility has been attributed to Spotted Owl Litigation and U.S.-Canada trade disputes. We use intervention analysis to explain daily lumber futures price volatility based on these events and other factors. The way information enters the market is shown to affect the speed and extent of market reaction.