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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...
Autores principales: | Pérez-Sienes, Leticia, Grande, Mar, Losada, Juan Carlos, Borondo, Javier |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2023
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Materias: | |
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 |
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