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Efficiency of commodity futures: A vector autoregression analysis · Study

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ArticleEfficiency of commodity futures: A vector autoregression analysis

Giorgio Canarella1985

Article1985

Efficiency of commodity futures: A vector autoregression analysis

Giorgio Canarella · Stephen K. Pollard

19 citations·0/0 files stored·Journal of Futures Markets

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1977Time Series Analysis: Forecasting and Control 1965The Behavior of Stock-Market Prices 1971Time Series Analysis Forecasting and Control.1961Rational Expectations and the Theory of Price Movements 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1974Time series analysis and simultaneous equation econometric models 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s 1970Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing Roles

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Details

Year1985

Typearticle

Published1985-03-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations19

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/fut.3990050107

openalex_workW1980842297

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