Price discovery and volatility spillovers in futures and spot commodity markets : some Indian evidence
Year of publication: |
2014
|
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Authors: | Mahalik, Mantu Kumar ; Acharya, Debashis ; Babu, M. Suresh |
Published in: |
Journal of advances in management research : JAMR. - Bingley : Emerald, ISSN 0972-7981, ZDB-ID 2529536-6. - Vol. 11.2014, 2, p. 211-226
|
Subject: | India | Price discovery | Volatility spillovers | Cointegration and ECM | Multi-Commodity Exchange (MCX) | Indien | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kointegration | Cointegration | Rohstoffderivat | Commodity derivative | Spotmarkt | Spot market | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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