The Hurst Exponent as an Indicator to Anticipate Agricultural Commodity Prices

Anticipating and understanding fluctuations in the agri-food market is very important in order to implement policies that can assure fair prices and food availability. In this paper, we contribute to the understanding of this market by exploring its efficiency and whether the local Hurst exponent ca...

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Detalles Bibliográficos
Autores principales: Pérez-Sienes, Leticia, Grande, Mar, Losada, Juan Carlos, Borondo, Javier
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10137866/
https://www.ncbi.nlm.nih.gov/pubmed/37190368
http://dx.doi.org/10.3390/e25040579

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10137866/
https://www.ncbi.nlm.nih.gov/pubmed/37190368
http://dx.doi.org/10.3390/e25040579

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