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Author

Bernardina Algieri

University of Calabria, Italy
1 article in our journals

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Research ArticleOpen accessEfficiency and Forecast Performance of Commodity Futures MarketsBernardina Algieri, Matthias KalkuhlThe present study empirically investigates market efficiency and the potential factors of inefficiency in the main non-energy commodity futures markets: maize, soybeans and wheat. With efficient markets, futures prices can be used as commodity price forecasts, with inefficient markets futures prices are not able to predict spot prices. Technically, exploring the drivers of inefficiency means to assess the determinants of … …American Journal of Economics and Business Administration, Vol. 11, Issue 1 · 10 Jun 2019 · 8,383 accessesView PDFCite