A tale of two coffees? Analysing interaction and futures market efficiency
Purpose: The purpose of this paper is to assess the informational efficiency of Arabica (other milds) and Robusta coffee futures markets in terms of predicting future coffee spot prices. Design/methodology/approach: Futures market efficiency is associated with the existence of a long-run equilibrium...
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
Emerald Group Publishing Ltd.
2020
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23346 https://doi.org/10.1108/SEF-09-2019-0356 |