Futures trading and commodity spot market volatility : empirical evidence on selected commodities in Indian market
Masoud Parsa and T. Mallikarjunappa
| Year of publication: |
2014
|
|---|---|
| Authors: | Parsa, Masoud ; Mallikarjunappa, T. |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 5.2014, 1, p. 43-61
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| Subject: | Commodity spot market | commodity futures trading | volatility | trade volume | open interest | GARCH models | VAR model | SEM model | Volatilität | Volatility | Warenbörse | Commodity exchange | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Spotmarkt | Spot market | Rohstoffmarkt | Commodity market | Handelsvolumen der Börse | Trading volume |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010492584