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Testing for weak-form efficiency in South African futures market for wheat and sunflower seeds. (2006). Moholwa, M. B. ; Phukubje, M. P..
In: Agrekon.
RePEc:ags:agreko:31713.

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  1. Major International Information Flows Across the Safex Wheat Market. (2016). Motengwe, Chris ; Pardo, Angel .
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:84:y:2016:i:4:p:636-653.

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  2. A Study of Seasonality on the Safex Wheat Market. (2015). Motengwe, Chris ; Pardo, Angel .
    In: Agrekon.
    RePEc:taf:ragrxx:v:54:y:2015:i:4:p:45-72.

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  3. Arbitrage, Risk Premium, and Cointegration Tests of the Efficiency of Futures Markets. (2001). Chow, Ying-Foon.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:28:y:2001-06:i:5-6:p:693-713.

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References

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Cocites

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  2. Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo.
    In: Review of Economic Design.
    RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1.

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  3. Efficiency of Wheat Futures across APMC Mandis. (2023). Singh, Rahul Kumar.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00348-9.

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  4. The Trilogy of the Chinese Apple Futures Market: Price Discovery, Risk-Hedging and Cointegration. (2022). Hou, Xiaokang ; Fahad, Shah ; Zhao, Peipei ; Yan, Beibei ; Liu, Tianjun.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:19:p:12864-:d:936935.

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  5. Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73.

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  6. Identifying possible misspecification in South African soybean oil future contracts. (2021). Nordier, Jean-Pierre.
    In: Research Theses.
    RePEc:ags:cmpart:334756.

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  7. .

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  8. Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109.

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  9. Market efficiency and calendar anomalies in commodity futures markets: a review. (2020). Gupta, Mohit ; Chhabra, Damini.
    In: Agricultural Economics Research Review.
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  10. Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina.
    In: American Journal of Economics and Business Administration.
    RePEc:abk:jajeba:ajebasp.2019.19.34.

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  11. .

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  12. Empirical Investigation on Food Inflation and Efficiency Issues in Indian Agri-futures Market. (2017). Singh, Archana.
    In: Emerging Economy Studies.
    RePEc:sae:emecst:v:3:y:2017:i:2:p:156-165.

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  13. Analiza efektywności informacyjnej w formie słabej na rynkach „soft commodities” z wykorzystaniem wybranych testów statystycznych. (2017). Gorska, Anna ; Krawiec, Monika.
    In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego.
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  14. Minor metals and organized markets: News highlights about the consequences of establishing a futures market in a thin market with a dual trading price system. (2015). Fizaine, Florian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:59-70.

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  15. Eficiencia semifuerte del mercado internacional del azúcar entre los años 2001 y 2011.. (2014). Arcila Vasquez, Andrés ; Alonso, Julio.
    In: REVISTA CUADERNOS DE ECONOMÍA.
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  16. Back to the Futures: An Assessment of Commodity Market Efficiency and Forecast Error Drivers. (2014). Kalkuhl, Matthias ; Algieri, Bernardina.
    In: Discussion Papers.
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  17. Hedge Effectiveness for Western Australia Crops. (2013). White, Ben ; Mugera, Amin ; Guo, Zhibo .
    In: 2013 Conference (57th), February 5-8, 2013, Sydney, Australia.
    RePEc:ags:aare13:152154.

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  18. Testing for weak-form efficiency in South African futures market for wheat and sunflower seeds. (2006). Moholwa, M. B. ; Phukubje, M. P..
    In: Agrekon.
    RePEc:ags:agreko:31713.

    Full description at Econpapers || Download paper

  19. Efficiency tests of agricultural commodity futures markets in China. (2005). Wang, H. Holly ; Ke, Bingfan.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:bla:ajarec:v:49:y:2005:i:2:p:125-141.

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  20. Price asymmetry in South African futures markets for agricultural commodities. (2005). Moholwa, B. ; Mashamaite, P..
    In: Agrekon.
    RePEc:ags:agreko:31722.

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  21. Efficiency tests of agricultural commodity futures markets in China. (2005). Wang, H. Holly ; Ke, Bingfan.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:ags:aareaj:118441.

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  22. THE EFFICIENCY OF THE FUTURES MARKET FOR AGRICULTURAL COMMODITIES IN THE UK. (2004). McErlean, Seamus ; Hanrahan, Kevin ; Li, Jia.
    In: 2004 Annual meeting, August 1-4, Denver, CO.
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  23. Optimal Hedging Ratios for Wheat and Barley at the LIFFE: A GARCH Approach. (2000). White, Ben ; Tiffin, A. L. ; Dawson, P. J..
    In: Journal of Agricultural Economics.
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  24. Futures Markets and Spot Price Volatility: A Case Study. (1999). Morgan, C. W..
    In: Journal of Agricultural Economics.
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  25. TESTING THE EFFICIENCY OF THE SOUTH AFRICAN FUTURES MARKET FOR WHITE MAIZE. (1999). Ortmann, GF ; Wiseman, J A.
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