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Cointegration and US regional gasoline prices : testing market efficiency from the stationarity of price proportions
Hunter, John; Tabaghdehi, Seyedeh Asieh - 2013
Persistent link: https://www.econbiz.de/10009731971
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Terminmärkte als Form internationalen Rohstoffhandels - dargestellt am Beispiel von Mineralöl und Erdgas
Hensing, Ingo - 1994
Persistent link: https://www.econbiz.de/10000417769
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Forward pricing and efficiency in the silver market
Goss, Barry A. - 1982
Persistent link: https://www.econbiz.de/10002477390
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Regime switching and cointegration tests of the efficiency of futures markets
Chow, Ying-Foon - In: The journal of futures markets 18 (1998) 8, pp. 871-901
Persistent link: https://www.econbiz.de/10001352412
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Noninformative and informative tests of efficiency in three energy futures markets
Peroni, Emilio; McNown, Robert F. - In: The journal of futures markets 18 (1998) 8, pp. 939-964
Persistent link: https://www.econbiz.de/10001352418
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(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D. (contributor) - In: The journal of futures markets 14 (1994) 6, pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
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An econometric analysis of the market for natural gas futures
Walls, W. David - In: The energy journal 16 (1995) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10001178440
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Monte Carlo analysis of mean reversion in commodity futures prices
Irwin, Scott H. - In: American journal of agricultural economics 78 (1996) 2, pp. 387-399
Persistent link: https://www.econbiz.de/10001203295
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A cointegration test for oil futures market efficiency
Crowder, William J. - In: The journal of futures markets 13 (1993) 8, pp. 933-941
Persistent link: https://www.econbiz.de/10001158679