Testing the Weak Form of Efficient Market Hypothesis and Causality Analysis in Colombian Food Supply Centers

In Colombia, there are traditional food supply centers to trade agricultural products. Government institutions publish sale prices of these products in weekly reports. In order to determine the random characteristics of these price series and if there are relationships between the centers, we use a...

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Main Authors:	Talero-Sarmiento, Leonardo Hernán, Lamos-Díaz, Henry, Garavito-Hernández, Edwin Alberto
格式:	Online
语言:	spa
出版:	Universidad Pedagógica y Tecnológica de Colombia 2019
主题:	Granger causality Agricultural markets microeconomics Agricultural prices Causalidad de Granger mercados agrícolas microeconomía precios agrícolas
在线阅读:	https://revistas.uptc.edu.co/index.php/cenes/article/view/8040