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Success and failure of technical trading strategies in the cocoa futures market
Boswijk, Herman Peter; Griffioen, Gerwin; Hommes, Cars H. - 2001
A large set of 5350 trend following technica! trading rules is applied to LIFFEand CSCE cocoa futures prices, and tothe Pound-Dollar exchange rate, in the period 1983:1-1997:6. We find that 72% ofthe trading rules generatespositive profits, even when correcting for transaction and borrowing...
Persistent link: https://www.econbiz.de/10011313922
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Success and failure of technical trading strategies in the cocoa futures market
Boswijk, Herman Peter; Griffioen, Gerwin; Hommes, Cars H. - 2000
Persistent link: https://www.econbiz.de/10001554489
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Price performance in thin markets
Thompson, Sarahelen Remington - 1984
Persistent link: https://www.econbiz.de/10000689520
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Programme de ventes anticipées à la moyenne et optimisation des recettes d'exportation : le cas du cacao en Côte d'Ivoire 1978 - 1996
Marquet, Yannick - In: Revue d'économie du développement : revue trimestrielle 6 (1998) 1, pp. 67-92
Persistent link: https://www.econbiz.de/10001388409
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Price changes from transaction to transaction : a measure of liquidity in futures markets
Thompson, Sarahelen Remington - 1984
Persistent link: https://www.econbiz.de/10001399778
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The market efficiency hypothesis : the case of coffee and cocoa futures
Sabuhoro, Jean Bosco - In: Agricultural economics : the journal of the … 16 (1997) 3, pp. 171-184
Persistent link: https://www.econbiz.de/10001232378
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Trading practices and price dynamics in commodity markets and the stabilising effects of a transaction tax
Schulmeister, Stephan - 2009
Persistent link: https://www.econbiz.de/10003797664
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Technical trading and commodity price fluctuations
Schulmeister, Stephan - 2012
Persistent link: https://www.econbiz.de/10009622384
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Investment University's profit from uranium
Investment U <Baltimore, Md.> - 2007
Persistent link: https://www.econbiz.de/10003398690
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How good are analyst forecasts of oil prices?
Cortazar, Gonzalo; Ortega, Hector; Valencia, Consuelo - In: Energy economics 102 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013162438