Back to the futures : an assessment of commodity market efficiency and forecast error drivers
Year of publication: |
2014
|
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Authors: | Algieri, Bernardina ; Kalkuhl, Matthias |
Publisher: |
Bonn : ZEF |
Subject: | futures markets | efficiency | forecast errors | GARCH | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Prognose | Forecast | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Theorie | Theory |
Extent: | Online-Ressource (30 S.) graph. Darst. |
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Series: | ZEF discussion papers on development policy. - Bonn : ZEF, ISSN 2942-9471, ZDB-ID 2125885-5. - Vol. 195 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/106615 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; c58 ; Q14 - Agricultural Finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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