On the public citation graph

Who Anchors the Price of Rubber? Discovery, Anchoring, and Grade-Matched Benchmarks in International Rubber Futures

0 signed · 17 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/fut.22179openalex-snapshot

Price discovery in chinese agricultural futures markets: A comprehensive look

inferredcites →https://doi.org/10.1002/fut.3990010205openalex-snapshot

Innovation, competition, and new contract design in futures markets

inferredcites →https://doi.org/10.1016/j.irfa.2013.01.001openalex-snapshot

A leader of the world commodity futures markets in the making? The case of China's commodity futures

inferredcites →https://doi.org/10.1016/j.jempfin.2013.05.004openalex-snapshot

What do price discovery metrics really measure?

inferredcites →https://doi.org/10.1016/s1386-4181(02)00027-7openalex-snapshot

Price discovery and common factor models

inferredcites →https://doi.org/10.1080/07350015.1995.10524576openalex-snapshot

Estimation of Common Long-Memory Components in Cointegrated Systems

inferredcites →https://doi.org/10.1086/261028openalex-snapshot

Cross Hedging

inferredcites →https://doi.org/10.1108/jadee-06-2018-0075openalex-snapshot

Recession effect in pricing efficiency of rubber futures: the emerging market’s experience

inferredcites →https://doi.org/10.1111/j.1468-0084.1992.tb00013.xopenalex-snapshot

A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1

inferredcites →https://doi.org/10.1111/j.1477-9552.2004.tb00116.xopenalex-snapshot

Asymmetric Price Transmission: A Survey

inferredcites →https://doi.org/10.1111/j.1540-6261.1979.tb02077.xopenalex-snapshot

The Hedging Performance of the New Futures Markets

inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04054.xopenalex-snapshot

One Security, Many Markets: Determining the Contributions to Price Discovery

inferredcites →https://doi.org/10.1257/jep.29.2.191openalex-snapshot

Reforming LIBOR and Other Financial Market Benchmarks

inferredcites →https://doi.org/10.2307/1911659openalex-snapshot

A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

inferredcites →https://doi.org/10.2307/1924495openalex-snapshot

Price Movements and Price Discovery in Futures and Cash Markets

inferredcites →https://doi.org/10.2307/2297545openalex-snapshot

Statistical Inference in Instrumental Variables Regression with I(1) Processes

inferredcites →https://doi.org/10.2307/2951763openalex-snapshot

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.