تصفح Finance & Economics حسب الموضوع "Run test"
السجلات المعروضة 1 -- 1 من 1
-
Evolving efficiency of spot and futures energy markets: A rolling sample approach
( Elsevier , 2015 , Article)In this paper, we examine the weak-form efficient market hypothesis of energy markets by testing the random walk behavior of spot and futures prices. We contribute to the financial market efficiency literature by investigating ...