منابع مشابه
Commodity futures and market efficiency
a r t i c l e i n f o We analyze the market efficiency of 25 commodity futures across various groups—metals, energies, soft commodities , grains and other agricultural commodities. To do so, we utilize the recently proposed Efficiency Index to find out that the most efficient among all of the analyzed commodities is heating oil, closely followed by WTI crude oil, cotton, wheat, and coffee. On t...
متن کاملTechnical efficiency of meat
Technical efficiency of meat sheep production systems in 1 Spain 2 3 J.P. Pérez, J.M. Gil , I. Sierra 4 5 a Dpto. Producción Animal y Ciencia de los Alimentos. Facultad de Veterinaria. Universidad de 6 Zaragoza, Miguel Servet, 177, 50013-Zaragoza, Spain 7 b CREDA-UPC-IRTA. Edifici ESAB – Campus del Baix Llobregat 8 Av. del Canal Olimpic, s/n, 08860-Castelldefels (Barcelona, Spain) 9 10 11 Abstr...
متن کاملInheritance and Physiology of Efficiency in Iron Utilization in Soybeans.
TRIKING differences in chlorosis typical of iron deficiency were noted in s I938 among a considerable number of soybean varieties when tested on calcareous soils for the first time since their introduction into the United States from Manchuria. Because these strains were not greatly different morphologically, it was thought that such wide differences in chlorosis would lend themselves especiall...
متن کاملassessment of the efficiency of s.p.g.c refineries using network dea
data envelopment analysis (dea) is a powerful tool for measuring relative efficiency of organizational units referred to as decision making units (dmus). in most cases dmus have network structures with internal linking activities. traditional dea models, however, consider dmus as black boxes with no regard to their linking activities and therefore do not provide decision makers with the reasons...
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
This paper sets up and estimates a continuous-time stochastic volatility model using panel data of soybean futures and options in an integrated time-series study. The model of commodity price dynamics is within the class of affine asset pricing models, and option prices are determined using a standard inversion of characteristic functions approach. Our modeling acknowledges that commodities exh...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: KINERJA
سال: 2017
ISSN: 2549-1709,0853-6627
DOI: 10.24002/kinerja.v21i1.1031