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 … coffee. On the other end of the ranking scale we find live cattle and feeder cattle. The efficiency is also found to be …