{"id":"https://openalex.org/W1980842297","doi":"https://doi.org/10.1002/fut.3990050107","title":"Efficiency of commodity futures: A vector autoregression analysis","display_name":"Efficiency of commodity futures: A vector autoregression analysis","publication_year":1985,"publication_date":"1985-03-01","ids":{"openalex":"https://openalex.org/W1980842297","doi":"https://doi.org/10.1002/fut.3990050107","mag":"1980842297"},"language":"en","primary_location":{"id":"doi:10.1002/fut.3990050107","doi":"https://doi.org/10.1002/fut.3990050107","is_oa":false,"landing_page_url":"https://doi.org/10.1002/fut.3990050107","pdf_url":null,"source":{"id":"https://openalex.org/S136612413","display_name":"Journal of Futures Markets","issn_l":"0270-7314","issn":["0270-7314","1096-9934"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-2","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Futures Markets","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013697297","display_name":"Giorgio Canarella","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I27825529","display_name":"California State University Los Angeles","ror":"https://ror.org/0294hxs80","country_code":"US","type":"education","lineage":["https://openalex.org/I27825529"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Giorgio Canarella","raw_affiliation_strings":["Professor in the Department of Economics and Statistics at California State University, Los Angeles"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Professor in the Department of Economics and Statistics at California State University, Los Angeles","institution_ids":["https://openalex.org/I27825529"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5088413651","display_name":"Stephen K. Pollard","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I27825529","display_name":"California State University Los Angeles","ror":"https://ror.org/0294hxs80","country_code":"US","type":"education","lineage":["https://openalex.org/I27825529"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Stephen K. Pollard","raw_affiliation_strings":["Associate Professor in the Department of Economics and Statistics at California State University, Los Angeles"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Associate Professor in the Department of Economics and Statistics at California State University, Los Angeles","institution_ids":["https://openalex.org/I27825529"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I27825529"],"apc_list":{"value":3240,"currency":"USD","value_usd":3240},"apc_paid":null,"fwci":4.5453,"has_fulltext":false,"cited_by_count":19,"citation_normalized_percentile":{"value":0.93680846,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"5","issue":"1","first_page":"57","last_page":"76"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7432000041007996,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7432000041007996,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.1890999972820282,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.04259999841451645,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/commodity-futures","display_name":"commodity futures","score":0.9890000224113464},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.7310000061988831},{"id":"https://openalex.org/keywords/futures-markets","display_name":"futures markets","score":0.4959999918937683},{"id":"https://openalex.org/keywords/commodity-prices","display_name":"commodity prices","score":0.5740000009536743},{"id":"https://openalex.org/keywords/price-discovery","display_name":"price discovery","score":0.5659999847412109}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.6906682848930359},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4578172266483307},{"id":"https://openalex.org/C161191863","wikidata":"https://www.wikidata.org/wiki/Q199655","display_name":"Library science","level":1,"score":0.4416835904121399},{"id":"https://openalex.org/C2778805511","wikidata":"https://www.wikidata.org/wiki/Q1713","display_name":"Citation","level":2,"score":0.4390057325363159},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33683788776397705},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2657766342163086},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21745237708091736},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.20727285742759705},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.09601518511772156}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1002/fut.3990050107","doi":"https://doi.org/10.1002/fut.3990050107","is_oa":false,"landing_page_url":"https://doi.org/10.1002/fut.3990050107","pdf_url":null,"source":{"id":"https://openalex.org/S136612413","display_name":"Journal of Futures Markets","issn_l":"0270-7314","issn":["0270-7314","1096-9934"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","erih-plus","fnege-3","jufo-2","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Futures Markets","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1522592437","https://openalex.org/W1969739671","https://openalex.org/W1983666828","https://openalex.org/W1989461668","https://openalex.org/W2012931684","https://openalex.org/W2062255201","https://openalex.org/W2090052506","https://openalex.org/W2090637028","https://openalex.org/W2093503007","https://openalex.org/W2116148007","https://openalex.org/W2118088123","https://openalex.org/W2136972120","https://openalex.org/W2152717893","https://openalex.org/W2313953460","https://openalex.org/W2903837271","https://openalex.org/W3020970339","https://openalex.org/W3121818550","https://openalex.org/W4239693486","https://openalex.org/W4247888822","https://openalex.org/W4292483811"],"related_works":["https://openalex.org/W2095405988","https://openalex.org/W7046910698","https://openalex.org/W2064960162","https://openalex.org/W2014143820","https://openalex.org/W2145028860","https://openalex.org/W2021155751","https://openalex.org/W2049863698","https://openalex.org/W1993068832","https://openalex.org/W6996193294","https://openalex.org/W1589029641"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":4}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}
