A Proposal to Measure the Functional Efficiency of Futures Markets

Author:

Consuegra Meliyara,García-Verdugo Javier

Publisher

Springer International Publishing

Reference27 articles.

1. Avsar, S.G., Goss, B.A.: Forecast errors and efficiency in the us electricity futures market. Aust. Econ. Pap. 40(4), 479–499 (2001)

2. Baffes, J., Dennis, A.: Long-term drivers of food prices. Policy Research Working Paper, vol. 6455, pp. 1–35 (2013)

3. Bond, G.E.: The effects of supply and interest rate shocks in commodity futures markets. Am. J. Agric. Econ. 66(3), 294–301 (1984)

4. Brooks, R.D.: A social loss approach to testing the efficiency of Australian financial futures. Monash University Department of Economics, Working Paper (1989)

5. Chari, V.V., Jagannathan, R.: The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare? Federal Reserve Bank of Minneapolis. Q. Rev. 14, 1–13 (1990)

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