Commodity futures and market efficiency: A fractional integrated approach

Business & Economics

• Commodity Futures 100%
• Commodity Markets 86%
• Market Efficiency 80%
• Integrated Approach 79%
• Persistence 55%
• Absolute Returns 27%
• Statistical Model 27%
• Disconfirmation 26%
• Overreaction 24%
• Inertia 23%
• Financial Time Series 22%
• Livestock 21%
• Market Information 21%
• Asset Returns 20%
• Asset Prices 19%
• Derivatives 18%
• New Markets 18%
• Metals 17%
• Energy 15%

Earth & Environmental Sciences

• commodity 83%
• integrated approach 80%
• market 57%
• persistence 51%
• index 40%
• volatility 22%
• valuation 21%
• inertia 20%
• livestock 18%
• price 16%
• forecasting 15%
• time series 13%
• metal 11%
• energy 9%

Social Sciences

• commodity 77%
• efficiency 56%
• persistence 53%
• market 45%
• assets 33%
• agricultural product 21%
• time series 21%
• energy 13%
• evidence 8%
• literature 8%