Efficiency in Commodity Futures Markets
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Cited by:
- Mr. Shaun K. Roache, 2008. "Commodities and the Market Price of Risk," IMF Working Papers 2008/221, International Monetary Fund.
- Thomas Kremser & Margarethe Rammerstorfer, 2017. "Predictive Performance and Bias: Evidence from Natural Gas Markets," Journal of Management and Sustainability, Canadian Center of Science and Education, vol. 7(2), pages 1-26, June.
- Joakim Westerlund & Paresh Narayan, 2013. "Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 1024-1045, November.
- Eduardo Borensztein & Carmen M. Reinhart, 1994.
"The Macroeconomic Determinants of Commodity Prices,"
IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 236-261, June.
- Reinhart, Carmen & Borensztein, Eduardo, 1994. "The determinants of commodity prices," MPRA Paper 13870, University Library of Munich, Germany.
- Reinhart, Carmen & Borensztein, Eduardo, 1994. "The Macroeconomic Determinants of Commodity Prices," MPRA Paper 6979, University Library of Munich, Germany.
- Mr. Eduardo Borensztein & Ms. Carmen Reinhart, 1994. "The Macroeconomic Determinants of Commodity Prices," IMF Working Papers 1994/009, International Monetary Fund.
- Williams Ohemeng & Bo Sjo & Michael Danquah, 2016. "Market Efficiency and Price Discovery in Cocoa Markets," Journal of African Business, Taylor & Francis Journals, vol. 17(2), pages 209-224, May.
- Adusei Jumah & Sohbet Karbuz & Gerhard Runstler, 1999. "Interest rate differentials, market integration, and the efficiency of commodity futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 9(1), pages 101-108.
- John M. Fry & Baoying Lai & Mark Rhodes, 2011. "The interdependence of Coffee spot and futures market," Working Papers 2011.1, International Network for Economic Research - INFER.
- 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).
- Drummond, Paulo, 1997. "Infrequent large nominal devaluations and their impact on the futures prices for freingn exchange in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 51(2), April.
- Nordier, Jean-Pierre, 2021. "Identifying possible misspecification in South African soybean oil future contracts," Research Theses 334756, Collaborative Masters Program in Agricultural and Applied Economics.
- Bernardina Algieri & Matthias Kalkuhl, 2019. "Efficiency and Forecast Performance of Commodity Futures Markets," American Journal of Economics and Business Administration, Science Publications, vol. 11(1), pages 19-34, June.
- 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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