A novel market efficiency index for energy futures and their term structure risk premiums
D Kuruppuarachchi, IM Premachandra, H Roberts - Energy Economics, 2019 - Elsevier
This paper proposes a novel futures market efficiency index which aggregates the
efficiencies of futures contracts across their term structure spanning from one month to 12 …
efficiencies of futures contracts across their term structure spanning from one month to 12 …