Speculation and the informational efficiency of commodity futures markets
Year of publication: |
2021
|
---|---|
Authors: | Bohl, Martin T. ; Pütz, Alexander ; Sulewski, Christoph |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 23.2021, p. 1-14
|
Subject: | Market efficiency | Variance ratio test | Commodity futures | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative | Spekulation | Speculation | Warenbörse | Commodity exchange | Theorie | Theory | Informationseffizienz | Informational efficiency |
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