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Adaptive Market Efficiency of Agricultural Commodity Futures Contracts

In this paper we investigate the adaptive market efficiency of the agricultural commodity futures market, using a sample of eight futures contracts. Using a battery of nonlinear tests, we uncover the nonlinear serial dependence in the returns series. We run the Hinich portmanteau bicorrelation test to uncover the moments in which the nonlinear serial dependence, and therefore adaptive market efficiency, occurs for our sample.

preprint2015arXivOpen access
Semei Coronado-RamírezPedro Celso-ArellanoOmar Rojas
q-fin.ST
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Open access3 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Semei Coronado-RamírezPedro Celso-ArellanoOmar Rojas

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