The lead-lag relationship between futures and spot price : a case of the oil and oilseed contracts traded on Indian exchange
Year of publication: |
2021
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Authors: | Joarder, Suranjana ; Mukherjee, Diganta |
Published in: |
Arthaniti : journal of economic theory and practice. - London : Sage, ISSN 2517-2654, ZDB-ID 2964309-0. - Vol. 20.2021, 1, p. 7-33
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Subject: | Agricultural commodity derivatives | lead-lag relationship | volatility spillover | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Indien | India | Derivat | Derivative | Spotmarkt | Spot market | Lag-Modell | Lag model | Ölfrucht | Oil crops | Spillover-Effekt | Spillover effect |
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