Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?
نویسندگان
چکیده
منابع مشابه
Commodity futures and market efficiency
a r t i c l e i n f o We analyze the market efficiency of 25 commodity futures across various groups—metals, energies, soft commodities , grains and other agricultural commodities. To do so, we utilize the recently proposed Efficiency Index to find out that the most efficient among all of the analyzed commodities is heating oil, closely followed by WTI crude oil, cotton, wheat, and coffee. On t...
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ژورنال
عنوان ژورنال: Modern Economy
سال: 2011
ISSN: 2152-7245,2152-7261
DOI: 10.4236/me.2011.23036