Efficiency and Forecast Performance of Commodity Futures Markets
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: American Journal of Economics and Business Administration
سال: 2019
ISSN: 1945-5488
DOI: 10.3844/ajebasp.2019.19.34