Measuring price discovery in the European wheat market using the partial cointegration approach. Vollmer, T., Herwartz, H., & von Cramon-Taubadel, S. European Review of Agricultural Economics, 109(2):441, 2019.
doi  bibtex   
@article{Vollmer2019Measuring,
 author = {Vollmer, Teresa and Herwartz, Helmut and von Cramon-Taubadel, Stephan},
 year = {2019},
 title = {Measuring price discovery in the {E}uropean wheat market using the partial cointegration approach},
 keywords = {PI},
 pages = {441},
 volume = {109},
 number = {2},
 issn = {0165-1587},
 journal = {European Review of Agricultural Economics},
 doi = {10.1093/erae/jbz040},
 howpublished = {refereed}
}

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