Spillover effects between fossil energy and green markets: Evidence from informational inefficiency
This paper builds an indicator of the market inefficiency degree by quantifying the extent of
the market deviation from an efficient status. From a novel perspective of informational …
the market deviation from an efficient status. From a novel perspective of informational …
Market efficiency and calendar anomalies in commodity futures markets: a review
D Chhabra, M Gupta - Agricultural Economics Research Review, 2020 - indianjournals.com
This study reviews the literature on market efficiency and calendar anomalies in agricultural
commodity futures markets in India and abroad. The study finds that most studies used …
commodity futures markets in India and abroad. The study finds that most studies used …
Evolving time-varying market efficiency of energy stock market
N Fazlollahi, N Ozatac, KK Gokmenoglu - Environmental Science and …, 2020 - Springer
Energy stocks have become an essential segment of the investment portfolios of both
households and institutional investors. This study investigates the dynamic aspect of …
households and institutional investors. This study investigates the dynamic aspect of …
Verification of the Weak-Form Informational Efficiency of Fuel Markets in the Visegrad Group
M Krawiec, A Górska, A Gehringer - Metody Ilościowe w Badaniach …, 2023 - ceeol.com
The paper aims at examining the weak-form informational efficiency of fuel markets in the
Visegrad Group (V4) countries: the Czech Republic, Hungary, Poland and Slovakia from …
Visegrad Group (V4) countries: the Czech Republic, Hungary, Poland and Slovakia from …
Variance Ratio Test of Random Walk Hypothesis and a Calendar Spread Strategy for the WTI Oil Futures Market
Y Yang - Proceedings of the 7th International Conference on …, 2021 - dl.acm.org
In order to test whether the West Texas Intermediate (WTI) crude oil futures market follows a
random walk or not, this paper mainly uses Variance Ratio test by Lo and Mackinlay to do …
random walk or not, this paper mainly uses Variance Ratio test by Lo and Mackinlay to do …
Analiza efektywności informacyjnej w formie słabej na rynkach „soft commodities” z wykorzystaniem wybranych testów statystycznych
A Górska, M Krawiec - Problems of World Agriculture …, 2017 - ageconsearch.umn.edu
Abstract The Efficient Market Hypothesis received much attention in the late 1970s. Those
early studies focused on examining the efficiency of stock markets, however since that time …
early studies focused on examining the efficiency of stock markets, however since that time …
Investigation of Weak Form Efficiency Hypothesis in Both High and Low Volatility Regimes of OPEC Crude Oil Market
M Mohammadi Alamuti, MR Haddadi… - Journal of Investment …, 2020 - jik.srbiau.ac.ir
Crude oil is a strategic commodity that has been one of the largest commodity market over
the past 40 years in the world. The main players in the market, such as manufacturers …
the past 40 years in the world. The main players in the market, such as manufacturers …