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Measuring the functional efficiency of agricultural futures markets
Consuegra, Meliyara; García-Verdugo Sales, Javier - In: The Australian journal of agricultural and resource … 61 (2017) 2, pp. 232-246
Persistent link: https://www.econbiz.de/10011674488
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Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo; Nicolini, Marcella; Vignatti, Ilaria - In: The energy journal 34 (2013) 3, pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
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Should dominant contracts move to nearby months? : evidence from Chinese agricultural futures markets
Xie, Wei; Yi An - In: Applied economics 55 (2023) 41, pp. 4817-4840
Persistent link: https://www.econbiz.de/10014334766
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Nonparametric Tests of Commodity Futures Market Efficiency
McKenzie, Andrew M.; Djunaidi, Harjanto; Wailes, Eric J.; … - 2004
Commodity futures markets carry out two important marketing functions with respect to agricultural products: (1) a price discovery role and (2) a price risk management role. The relative effectiveness with which futures markets fulfill these two roles is dependent on the efficiency of the...
Persistent link: https://www.econbiz.de/10014069916
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Efficiency tests of futures markets for UK agricultural commodities
Aulton, A. J. - In: Journal of agricultural economics 48 (1997) 3, pp. 408-424
Persistent link: https://www.econbiz.de/10001227940
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Market efficiency in agricultural futures markets
McKenzie, Andrew M.; Holt, Matthew T. - In: Applied economics 34 (2002) 12, pp. 1519-1532
Persistent link: https://www.econbiz.de/10001687984
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The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi; Dionne, Georges - 2021
Persistent link: https://www.econbiz.de/10012423037
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The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi; Dionne, Georges - 2021
Persistent link: https://www.econbiz.de/10012545817
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Short-term and long-term efficiency in commodity spot and futures markets
Antoniou, Antonios - In: Financial markets, institutions & instruments 3 (1994) 5, pp. 17-35
Persistent link: https://www.econbiz.de/10001174679
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Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis - In: Applied financial economics 7 (1997) 1, pp. 115-125
Persistent link: https://www.econbiz.de/10001219226