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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Autores:
Tipo de recurso:
http://purl.org/coar/resource_type/c_7069
Fecha de publicación:
2019
Institución:
Universidad Pedagógica y Tecnológica de Colombia
Repositorio:
RiUPTC: Repositorio Institucional UPTC
Idioma:
spa
OAI Identifier:
oai:repositorio.uptc.edu.co:001/11998
Acceso en línea:
https://revistas.uptc.edu.co/index.php/cenes/article/view/8040
https://repositorio.uptc.edu.co/handle/001/11998
Palabra clave:
Granger causality
Agricultural markets
microeconomics
Agricultural prices
Causalidad de Granger
mercados agrícolas
microeconomía
precios agrícolas
Rights
License
http://creativecommons.org/licenses/by-nc-sa/4.0