Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate?
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Article provided by Wiley Blackwell in its journal Journal of Agricultural Economics.
Volume (Year): 53 (2002)
Issue (Month): 3 ()
Pages: 513-529
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0021-857X
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Ken Urai, 2006. "Social Recognition and Economic Equilibrium," Discussion Papers in Economics and Business 06-29, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
- Roseli da Silva & Rodrigo Takeuchi, 2008. "Uma análise empírica de eficiência relativa nos mercados futuro e à vista de açúcar," Working Papers 08_06, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
- Inoue, Takeshi & Hamori, Shigeyuki, 2012. "Market efficiency of commodity futures in India," IDE Discussion Papers 370, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Li, Jia & Hanrahan, Kevin F. & McErlean, Seamus, 2004. "The Efficiency Of The Futures Market For Agricultural Commodities In The Uk," 2004 Annual meeting, August 1-4, Denver, CO 20203, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Sushil Mohan & James Love, 2004. "Coffee futures: role in reducing coffee producers' price risk," Journal of International Development, John Wiley & Sons, Ltd., vol. 16(7), pages 983-1002.
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