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A Framework for Comparing the Efficiency of Futures Markets

Citations

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Cited by:

  1. Svanidze, Miranda & Götz, Linde, 2019. "Determinants of spatial market efficiency of grain markets in Russia," Food Policy, Elsevier, vol. 89(C).
  2. Armah, Stephen E., 2008. "Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6778, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  3. Shernaz Bodhanwala & Harsh Purohit & Nidhi Choudhary, 2020. "The Causal Dynamics in Indian Agriculture Commodity Prices and Macro-Economic Variables in the Presence of a Structural Break," Global Business Review, International Management Institute, vol. 21(1), pages 241-261, February.
  4. Go, You-How & Lau, Wee-Yeap, 2017. "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, vol. 53(C), pages 135-146.
  5. Richard Heaney, 1998. "A Test of the cost‐of‐carry relationship using the London Metal Exchange lead contract," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(2), pages 177-200, April.
  6. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
  7. Weaver, Robert D., 1981. "Agricultural Price Expectations: An Erroneous, but Better Approach to Measurement," 1981 Annual Meeting, July 26-29, Clemson, South Carolina 279390, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  8. Carter, Colin A., 1984. "An Evaluation Of Pricing Performance And Hedging Effectiveness Of The Barley Futures Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(1), pages 1-13, July.
  9. Benninga, Simon & Eldor, Rafael & Zilcha, Itzhak, 1983. "Optimal hedging in the futures market under price uncertainty," Economics Letters, Elsevier, vol. 13(2-3), pages 141-145.
  10. Houston, Jack E. & Khonde, Mavuangi, 1990. "Opportunities and Pitfalls of International Futures Markets Trading by Developing Countries: The Case of Zaire Coffee Exports," 1990 Annual meeting, August 5-8, Vancouver, Canada 270724, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  11. Liu, Hsiang-Hsi, 1983. "An annual simultaneous equation econometric model of U.S. corn and soybean cash and futures markets," ISU General Staff Papers 198301010800009935, Iowa State University, Department of Economics.
  12. Vogelvang, E., 1981. "A quarterly econometric model for the price formation of coffee on the world market," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  13. Goss, Barry A., 1980. "Aspects Of Hedging Theory," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(3), pages 1-14, December.
  14. Scott, Ayesha & Schoen, Tilman & Fernandez-Perez, Adrian, 2020. "The Predictive Power of NZX Dairy Futures," 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia 305230, Australian Agricultural and Resource Economics Society.
  15. Helmberger, Peter G. & Campbell, Gerald R. & Dobson, William D., 1981. "PART IV. Organization and Performance of Agricultural Markets," AAEA Monographs, Agricultural and Applied Economics Association, number 337229, january.
  16. Andrew McKenzie & Matthew Holt, 2002. "Market efficiency in agricultural futures markets," Applied Economics, Taylor & Francis Journals, vol. 34(12), pages 1519-1532.
  17. Wolf, Christopher A. & Berwald, Derek K., 1999. "The Potential Of Dairy Futures Contracts As Risk Management Tools," 1999 Annual meeting, August 8-11, Nashville, TN 21709, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  18. Sabuhoro, Jean Bosco & Larue, Bruno, 1997. "The market efficiency hypothesis: The case of coffee and cocoa futures," Agricultural Economics, Blackwell, vol. 16(3), pages 171-184, August.
  19. Shashi Gupta & Himanshu Choudhary & D. R. Agarwal, 2018. "An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market," Global Business Review, International Management Institute, vol. 19(3), pages 771-789, June.
  20. A. J. Aulton & C. T. Ennew & A. J. Rayner, 1997. "Efficiency Tests Of Futures Markets For Uk Agricultural Commodities," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1‐3), pages 408-424, January.
  21. Hema Divya Kantamaneni & Vasudeva Reddy Asi, 2023. "Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 247-258, March.
  22. Tondel, Fabien & Maynard, Leigh J., 2004. "Is The Thinly-Traded Butter Futures Contract Priced Efficiently?," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34684, Southern Agricultural Economics Association.
  23. Gupta, Sanjeev & Mayer, Thomas, 1981. "A test of the efficiency of futures markets in commodities," Kiel Working Papers 119, Kiel Institute for the World Economy (IfW Kiel).
  24. John M. Fry & Baoying Lai & Mark Rhodes, 2011. "The interdependence of Coffee spot and futures market," Working Papers 2011.1, International Network for Economic Research - INFER.
  25. Hoffman, Linwood A., 1990. "How Efficient Is The Rough Rice Futures Market?," 1990 Annual meeting, August 5-8, Vancouver, Canada 270860, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  26. Manfred Streit, 1980. "On the use of futures markets for stabilization purposes," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 116(3), pages 493-513, September.
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