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Efficiency in Commodity Futures Markets · Study

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ArticleEfficiency in Commodity Futures Markets

Graciela Kaminsky1990

Article1990

Efficiency in Commodity Futures Markets

Graciela Kaminsky · Manmohan Singh Kumar

34 citations·0/0 files stored·Staff Papers

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

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1978Asset Prices in an Exchange Economy 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums 1978Information, futures prices, and stabilizing speculation 1985An Investigation of Commodity Futures Prices Using the Consumption-Based Intertemporal Capital Asset Pricing Model

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1991Forecasting Accuracy of Crude Oil Futures Prices 2002Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate?

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1992Risk Premiums and Efficiency in the Market for Crude Oil Futuresarticle · 5 shared references 1999Commodity futures markets: a surveyarticle · 4 shared references 1991Forward exchange rates and risk premiums in artificial economiesarticle · 4 shared references 1991International asset pricing and equity market riskarticle · 4 shared references 2002The forward rate unbiasedness hypothesis revisitedarticle · 4 shared references 2019Choice with Limited Capacitypreprint · 4 shared references

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Year1990

Typearticle

Published1990-09-01

VenueStaff Papers

ISSN-L0020-8027

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2307/3867269

openalex_workW2075445689

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