Kristoufek, Ladislav; Vosvrda, Miloslav - In: Energy Economics 42 (2014) C, pp. 50-57
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...